Stochastic Systems

Asymptotically optimal linear filtering in the presence of high-frequency uncertainty in the dynamics of the process

A. M. Kerbelev

Institute of Control Sciences, Russian Academy of Sciences, Moscow

UDC: 519.218.82

MSC: 93E11


Received: 05.03.1991

 English version: Automation and Remote Control, 1992, 53:8, 1193–1201

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