scientific article; zbMATH DE number 273050

zbMath0777.60033MaRDI QIDQ5288985

O. A. Petrov, Vladimir N. Fomin

Publication date: 15 August 1993

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

zbMATH Keywords

Kalman-Bucy filterlinear filtering theoryoptimal filtering problemoptimal extrapolation and interpolationWiener- Kolmogorov filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Signal detection and filtering (aspects of stochastic processes) (60G35) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

Related Items (1)

Application of differential equations to synthesize a class of algorithms for numerical solution of a partial eigenvalue problem

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