A non-classical variational problem arising from an optimal filter problem. II
- 1 January 1970
- journal article
- research article
- Published by Springer Nature in Archive for Rational Mechanics and Analysis
- Vol. 38 (3) , 161-172
- https://doi.org/10.1007/bf00251656
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- A variational problem related to an optimal filter problem with self-correlated noiseTransactions of the American Mathematical Society, 1969
- A non-classical variational problem arising from an optimal filter problemArchive for Rational Mechanics and Analysis, 1967
- Solution of a linear mean square estimation problem when process statistics are undefinedIEEE Transactions on Automatic Control, 1966