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zbMath0479.93063MaRDI QIDQ3937252

A. V. Balakrishnan

Publication date: 1980

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

zbMATH Keywords

optimal filtering Ito stochastic differential equation white measurement noise nonlinear time-invariant system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Model systems in control theory (93C99)

Related Items (1)

A finitely additive white noise approach to nonlinear filtering

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