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zbMath0442.60061MaRDI QIDQ3884913

I. D. Siluyanova

Publication date: 1980

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

zbMATH Keywords

state estimation stochastic systems observation disturbed by coloured noise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

Related Items (1)

Conditionally optimal estimation in stochastic differential systems

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