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Publication:3030700
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zbMATH Open0626.93074MaRDI QIDQ3030700

Harold J. Kushner, Wolfgang J. Runggaldier

Publication date: 1987



Title of this publication is not available (Why is that?)


zbMATH Keywords

Kalman filterideal white noise excitationwide bandwidth noise excitation


Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Martingales with continuous parameter (60G44) Diffusion processes (60J60)



Related Items (4)

Filtering, smoothing and prediction for wide-band noise driven linear systems ⋮ Filtering for linear systems with shifted noises ⋮ An FIR prefilter leading to bounded overshoot and undershoot with application to deadbeat control ⋮ Analyzing wide-band noise processes with application to control and filtering






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