On measure transformations for combined filtering and parameter estimation in discrete time (Q1163516): Difference between revisions
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| Property / cites work: Exact finite-dimensional filters for certain diffusions with nonlinear drift / rank | |||
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| Property / cites work: Q4749054 / rank | |||
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| Property / cites work: On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/s0167-6911(82)80044-3 / rank | |||
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| Property / OpenAlex ID: W2085495436 / rank | |||
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Latest revision as of 10:35, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On measure transformations for combined filtering and parameter estimation in discrete time |
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On measure transformations for combined filtering and parameter estimation in discrete time (English)
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1982
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discrete-time stochastic systems
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nonlinear filtering
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parameter estimation
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measure transformation
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Zakai equation
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