Wonham filtering by observations with multiplicative noises (Q1641944): Difference between revisions

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+Optimal linear filtering for linear systems with state-dependent noise
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+Least-squares state estimation of systems with state-dependent observation noise
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+Nonlinear filtering with signal dependent observation noise
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+Conditionally minimax algorithm for nonlinear system state estimation
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+On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales
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+Q4522393
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+Q2873427
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+Optimal filtering in systems with degenerate noises in observations
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+Q3334692
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+Numerical solution of stochastic differential equations with jumps in finance
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+Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise
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+https://doi.org/10.1134/s0005117918010046
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+W2790682318
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