An existence theorem and some properties of maximum a posteriori estimators of trajectories of diffusions (Q3805692): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/17442508808833490 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2033646188 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3959169 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5667036 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the optimal filtering of diffusion processes / rank | |||
Normal rank | |||
Latest revision as of 18:37, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An existence theorem and some properties of maximum a posteriori estimators of trajectories of diffusions |
scientific article |
Statements
An existence theorem and some properties of maximum a posteriori estimators of trajectories of diffusions (English)
0 references
1988
0 references
maximum a-posteriori estimator
0 references
nonlinear filtering
0 references
trajectories of diffusions
0 references
noisy non-linear sensor
0 references
nondegenerate diffusions
0 references
existence theorem for the MAP trajectories estimator
0 references
pointwise MAP estimator
0 references
