Analysis and estimation of the states of special jump Markov processes. II: Optimal filtration in Wiener noise

DOI10.1023/B:AURC.0000028322.97957.CAzbMath1091.60021OpenAlexW1973825684MaRDI QIDQ2487698

Andrey V. Borisov

Publication date: 8 August 2005

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:aurc.0000028322.97957.ca

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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