Information states for linear stochastic systems
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Analysis
Reference5 articles.
1. Information pattern for linear discrete-time models with stochastic coefficients;Bohlin;IEEE Trans. Automatic Control,1970
2. On transforming a certain class of stochastic processes by absolutely continuous substitution of measures;Girsanov;Theor. Probability Appl.,1960
3. Probability Theory;Loève,1963
4. Studies in the Theory of Random Processes;Skorokhod,1965
5. On the separation theorem of stochastic control;Wonham;SIAM J. Control,1968
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