Estimation in controlled stochastic systems with multiplicative noise

zbMath0549.93055MaRDI QIDQ800278

L. B. Ryashko, G. N. Mil'shtejn

Publication date: 1984

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

zbMATH Keywords

linear estimationmultiplicative noise

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Model systems in control theory (93C99)

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