"Approximation of optimal filter for Ornstein-Uhlenbeck process with ..."

Piotr Bania, Jerzy Baranowski (2018)

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DOI: 10.1080/00207179.2017.1282627

access: closed

type: Journal Article

metadata version: 2018-02-15

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Piotr Bania, Jerzy Baranowski:
Approximation of optimal filter for Ornstein-Uhlenbeck process with quantised discrete-time observation. Int. J. Control 91(2): 411-419 (2018)

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