Remark on "instrumentation problem" of A. V. Balakrishnan

Leszek Gawarecki, Vidyadhar Mandrekar

Research output: Contribution to journalArticlepeer-review

Original languageAmerican English
JournalJournal of the Indian Statistical Association
Volume41
StatePublished - Jan 1 2003

Keywords

  • Filtering
  • Bayes formula
  • Zakai equation
  • Gaussian noise process
  • Ornstein-Uhlenbeck dispersion process
  • approximation of Kalman equation

Disciplines

  • Mathematics

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