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scientific article; zbMATH DE number 3799528 - MaRDI portal

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zbMath0506.93059MaRDI QIDQ4744162

John S. Baras, Steven I. Marcus, Daniel L. Ocone

Publication date: 1981

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

zbMATH Keywords

nonlinear filtering estimation Lie algebras finite-dimensionally computable statistics

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Lie algebras and Lie superalgebras (17B99)

Related Items (1)

Des resultats de non existence de filtre de dimension finie

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