Random processes in linear nonstationary systems with undefined parameters

zbMath0413.60054MaRDI QIDQ598704

V. P. Kuznetsov

Publication date: 1977

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsfilteringrandom initial deviations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25)

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