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Stochastic filtering theory: A discussion of concepts, methods and results. (English) Zbl 0411.93033
Stochastic control theory and stochastic differential systems, Proc. Workshop, Bad Honnef 1979, Lect. Notes Control Inf. Sci. 16, 209-226 (1979).

MSC:
93E11 Filtering in stochastic control theory
60G35 Signal detection and filtering (aspects of stochastic processes)
62M20 Inference from stochastic processes and prediction
93-02 Research exposition (monographs, survey articles) pertaining to systems and control theory