Filtering of the Markov jump process given the observations of multivariate point process (Q747324): Difference between revisions
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Revision as of 01:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering of the Markov jump process given the observations of multivariate point process |
scientific article |
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Filtering of the Markov jump process given the observations of multivariate point process (English)
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23 October 2015
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optimal filtering
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Markov process
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finite number of states
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discrete observations
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finite-dimensional differential-difference system
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