Convergence of filters with applications to the Kalman-Bucy case. (English) Zbl 0753.60039
MSC:
60G35 | Signal detection and filtering (aspects of stochastic processes) |
93E11 | Filtering in stochastic control theory |
60G35 | Signal detection and filtering (aspects of stochastic processes) |
93E11 | Filtering in stochastic control theory |