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zbMath0618.93064MaRDI QIDQ3755338

Arthur J. Krener

Publication date: 1986

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

zbMATH Keywords

nonlinear filtering linear filters Girsanov transformation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Linear systems in control theory (93C05)

Related Items (1)

An approximate filter for a partially observed piecewise linear system with small observation noise

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