Mathematics of Kalman-Bucy filtering
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Publication:762126
zbMath0556.93067MaRDI QIDQ762126
Publication date: 1985
Published in: Springer Series in Information Sciences (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Model systems in control theory (93C99) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)
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