Finite optimal filters for a class of nonlinear diffusions with jumping parameters (Q3936607): Difference between revisions

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Property / author: Thomas Björk / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.1080/17442508208833198 / rank
 
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Property / OpenAlex ID: W1974439680 / rank
 
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Property / cites work: Finite dimensional optimal filters for a class of ltô- processes with jumping parameters / rank
 
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Property / cites work: Q5653395 / rank
 
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Property / cites work: On lie algebras and finite dimensional filtering / rank
 
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Property / cites work: Q4151478 / rank
 
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Property / cites work: Q4198417 / rank
 
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Property / cites work: A survey of design methods for failure detection in dynamic systems / rank
 
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Latest revision as of 14:02, 13 June 2024

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Finite optimal filters for a class of nonlinear diffusions with jumping parameters
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    Finite optimal filters for a class of nonlinear diffusions with jumping parameters (English)
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    1982
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    filtering
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    finite dimensional filters
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    martingale theory
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    Markovian jump process
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