A Martingale Approach to Continuous-Time Linear Smoothing
- 1 March 1975
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Applied Mathematics
- Vol. 28 (2) , 276-281
- https://doi.org/10.1137/0128023
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Stochastic Differential Systems IPublished by Springer Nature ,1973
- A Martingale Approach to Linear Recursive State EstimationSIAM Journal on Control, 1972
- An innovations approach to least-squares estimation--Part II: Linear smoothing in additive white noiseIEEE Transactions on Automatic Control, 1968