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Publication:3015739
zbMath1223.93113MaRDI QIDQ3015739
Publication date: 13 July 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationsKalman filterBayes formulaItô's formuladiscrete time parameterfiltering problem for time series
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)
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