scientific article; zbMATH DE number 2226680
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Publication:5703636
zbMath1077.60032MaRDI QIDQ5703636
Publication date: 8 November 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bayes estimatorKalman-Bucy filterdegenerate equationconditionally Gaussian processKushner equation, Riccati equation
Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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