Stochastic differential systems—Analysis and filtering
نویسندگان
چکیده
منابع مشابه
Stochastic Differential Systems Filtering * Analysis and
THIS BOOK is concerned with dynamical systems described by stochastic differential equations. The first part of the book deals with the analysis of such systems and the remainder of the book is on application to the filtering problem. The stochastic term driving the dynamical system is taken to be an arbitrary process with independent increments, so that the usual Wiener process model is consid...
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ژورنال
عنوان ژورنال: Automatica
سال: 1989
ISSN: 0005-1098
DOI: 10.1016/0005-1098(89)90110-6