The filtering problem for continuous-time linear systems with Markovian switching coefficients (Q5967070): Difference between revisions

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+Finite dimensional optimal filters for a class of ltô- processes with jumping parameters
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+Finite optimal filters for a class of nonlinear diffusions with jumping parameters
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+Application of conditional semiinvariants in problems of nonlinear filtering of Markov processes
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+Nonlinear filtering for systems with random structure
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+Relative semi-invariants in the filtration of processes with step components
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+https://doi.org/10.1016/0167-6911(94)90099-x
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+Publication:5967070