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Solution of filtering problem for multidimensional dynamic systems described by linearly quadratic forms

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Literature Cited

  1. R. Sh. Liptser and A. N. Shiryaev, Statistics of Stochastic Processes (Nonlinear Filtering and Related Problems) [in Russian], Nauka, Moscow (1974).

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Authors
  1. E. P. Kurochkin
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  2. S. V. Kopeikin
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Additional information

Translated from Kibernetika, No. 1, pp. 39–43, January–February, 1984.

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Kurochkin, E.P., Kopeikin, S.V. Solution of filtering problem for multidimensional dynamic systems described by linearly quadratic forms. Cybern Syst Anal 20, 57–64 (1984). https://doi.org/10.1007/BF01068869

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  • DOI: https://doi.org/10.1007/BF01068869

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