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zbMath0532.60037MaRDI QIDQ3314661

E. I. Trofimov

Publication date: 1982

Full work available at URL: https://eudml.org/doc/69218

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Riccati equation filter equations stability of the filter conditionally Gaussian process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Asymptotic properties of solutions to ordinary differential equations (34D05)

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