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Publication:3711400
zbMath0586.60038MaRDI QIDQ3711400
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Riccati equationsKalman filteringRadon-Nikodym derivativemultidimensional Ornstein-Uhlenbeck processeswhite noise approximation
Non-Markovian processes: estimation (62M09) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)
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