Wiener chaos and nonlinear filtering
type: Item
instance of: scholarly article
title: Wiener chaos and nonlinear filtering
zbMATH Open document ID: 1106.60051
published in: Applied Mathematics and Optimization
publication date: 2007-01-29T00:00:00Z
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 5119567
zbMATH Keywords: correlated noise
zbMATH Keywords: error estimation
zbMATH Keywords: recursive algorithm
zbMATH Keywords: Zakai equation
author: S. V. Lototsky
MaRDI profile type: Publication
full work available at URL: s00245-006-0871-4
OpenAlex ID: W2163182328
DOI: 10.1007/S00245-006-0871-4
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description: scientific article; zbMATH DE number 5119567