Optimal filtering for linear stochastic hereditary differential systems
- 1 December 1972
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
This paper outlines the development of Filtering Theory for stochastic hereditary differential systems. It uses the model of hereditary differential systems developed by Delfour and Mitter and the results of Bensoussan on Estimation theory in Hilbert spaces.Keywords
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