Minimax filtering in a stochastic differential system with non-stationary perturbations of unknown intensity

DOI10.1134/S1064230707020062zbMath1263.93221MaRDI QIDQ1951934

M. V. Lebedev, K. V. Semenikhin

Publication date: 24 May 2013

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations in control/observation systems (93C73)

Cites Work

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