Exact finite-dimensional filters for doubly stochastic auto-regressive processes

DOI10.1109/9.623095zbMath0886.93064OpenAlexW2116450521MaRDI QIDQ4361433

Vikram Krishnamurthy, Robert J. Elliott

Publication date: 12 May 1998

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.623095

zbMATH Keywords

doubly stochastic autoregressive modelsfinite-dimensional recursive filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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