On linear filtering under dependent white noises

DOI10.1080/17442509108833686zbMath0735.60043OpenAlexW2059811598WikidataQ126243710 ScholiaQ126243710MaRDI QIDQ3971878

Agamirza E. Bashirov, L. R. Mishne

Publication date: 25 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833686

zbMATH Keywords

correlated noisesmild evolution operatorslinear filtering problems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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