scientific article; zbMATH DE number 6259990

zbMath1281.94101MaRDI QIDQ5397134

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Publication date: 19 February 2014

Full work available at URL: http://www.ijnaa.semnan.ac.ir/?_action=showPDF&article=93&_ob=02491e7cb6d7acdcfb3fa72bd74ec04b&fileName=full_text.pdf

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zbMATH Keywords

stochastic differential equationanalytic solutionwhite noiseIto formulaKalman-Bucy filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Analytic circuit theory (94C05)

Related Items (1)

Filtering method for linear and non-linear stochastic optimal control of partially observable systems II

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