Optimal linear filtering for systems of stochastic differential equations with Poisson perturbations
type: Item
instance of: scholarly article
title: Optimal linear filtering for systems of stochastic differential equations with Poisson perturbations
zbMATH Open document ID: 1275.93059
author: A. Y. Dovgun
author: V. K. Yasins'kyj
author: E. V. Yasinskij
published in: Cybernetics and Systems Analysis
publication date: 2013-11-14T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93C73
Mathematics Subject Classification ID: 93C05
zbMATH DE Number: 6226965
zbMATH Keywords: Kalman-Bucy filter
zbMATH Keywords: Riccati equation
zbMATH Keywords: optimal filter
zbMATH Keywords: Poisson perturbations
zbMATH Keywords: stochastic dynamic systems
MaRDI profile type: Publication
full work available at URL: s10559-012-9390-2
OpenAlex ID: W2087633109
cites work: On a Matrix Riccati Equation of Stochastic Control
cites work: Stability of stochastic dynamic random-structure systems with aftereffect and Markov switchings
cites work: Q3747466
cites work: Q3911730
cites work: Q3908216
cites work: Q3700677
DOI: 10.1007/S10559-012-9390-2
description: scientific article; zbMATH DE number 6226965