Optimal estimation for continous system with jump process

DOI10.1109/TAC.1974.1100550zbMath0281.60096MaRDI QIDQ4766373

Satoru Fujishige, Yoshikazu Sawaragi

Publication date: 1974

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

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

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