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Martingales and their application to optimal state estimation

 

作者: T. PRASAD,   N. K. SINHA,  

 

期刊: International Journal of Systems Science  （Taylor Available online 1974）
卷期: Volume 5, issue 11  

页码: 1039-1054

 

ISSN:0020-7721

 

年代: 1974

 

DOI:10.1080/00207727408920160

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

The main properties of martingales »are discussed from an engineering point of view. This is followed by applications of the theory to optimal linear as well as non-linear estimation, problems†

 

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