Continuous finite-dimensional locally optimal filtering of jump diffusions (Q1994802): Difference between revisions
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Revision as of 05:29, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous finite-dimensional locally optimal filtering of jump diffusions |
scientific article |
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Continuous finite-dimensional locally optimal filtering of jump diffusions (English)
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2 November 2018
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optimal filtering
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jump diffusions
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continuous-time state estimation
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Kalman-Bucy filter
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