A smoothing algorithm for systems with multiplicative noise

DOI10.1109/9.192201zbMath0635.93073OpenAlexW1979065968MaRDI QIDQ3775453

Yannis A. Phillis

Publication date: 1988

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.192201

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14)

Related Items (1)

Fixed-point smoothing algorithm for discrete multiplicative systems

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