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zbMath0658.93065MaRDI QIDQ3807992

Wojciech J. Kolodziej, A. Pacut

Publication date: 1988

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

zbMATH Keywords

filtering detection state estimation algorithm non-stationary stochastic models

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) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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