FILTERING THEORY FOR STOCHASTIC PROCESSES WITH TWO DIMENSIONAL TIME PARAMETER.
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 213-221 |
| Journal / Publication | Mathematics and Computers in Simulation |
| Volume | 22 |
| Issue number | 3 |
| Publication status | Published - Sept 1980 |
| Externally published | Yes |
Link(s)
Abstract
The objective of this paper is to study the filtering problem for a two parameter Gaussian random field. The outlined methodology is limited to linear filtering problems or to linear quadratic control problems, and cannot be easily carried out to study nonlinear problems.
Citation Format(s)
FILTERING THEORY FOR STOCHASTIC PROCESSES WITH TWO DIMENSIONAL TIME PARAMETER. / Bensoussan, A.; Chow, P. L.; Lions, J. L.
In: Mathematics and Computers in Simulation, Vol. 22, No. 3, 09.1980, p. 213-221.
In: Mathematics and Computers in Simulation, Vol. 22, No. 3, 09.1980, p. 213-221.
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
