An estimation problem for linear stochastic equations with memory

DOI10.1007/BF01082694zbMath0748.60037OpenAlexW2057721941MaRDI QIDQ4007463

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Publication date: 27 September 1992

Published in: Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01082694

zbMATH Keywords

Gaussian stochastic processoptimal estimation of solutions of linear equations with memory

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic analysis (60H99)

Cites Work

• On the existence and uniqueness of solutions of stochastic integral equations of the Volterra type
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