On filtering over Îto-Volterra observations

DOI10.1155/S1048953300000319zbMath0974.93067OpenAlexW2130249328MaRDI QIDQ5932230

Michael V. Basin

Publication date: 30 November 2001

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/48988

zbMATH Keywords

delayed observationsdiscrete observationsItô-Volterra observationsKalman filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic integral equations (60H20)

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