scientific article

zbMath0515.93050MaRDI QIDQ3663119

Roger W. Brockett

Publication date: 1981

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

zbMATH Keywords

asymptotic methodscorrelation functionoptimal state estimators

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

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A bound approach to asymptotic optimality in non-linear filtering of diffusion processes

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