Martingales and their application to optimal state estimation

DOI10.1080/00207727408920160zbMath0288.93037OpenAlexW1975883867MaRDI QIDQ4777150

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Publication date: 1974

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727408920160

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Estimation and detection in stochastic control theory (93E10)

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Cites Work

• A Martingale Approach to Linear Recursive State Estimation
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