On measure transformations for combined filtering and parameter estimation in discrete time (Q1163516): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:23, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On measure transformations for combined filtering and parameter estimation in discrete time |
scientific article |
Statements
On measure transformations for combined filtering and parameter estimation in discrete time (English)
0 references
1982
0 references
discrete-time stochastic systems
0 references
nonlinear filtering
0 references
parameter estimation
0 references
measure transformation
0 references
Zakai equation
0 references
