Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process (Q1391289): Difference between revisions

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+Finite optimal filters for a class of nonlinear diffusions with jumping parameters
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+Point processes and queues. Martingale dynamics
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+The filtering problem for continuous-time linear systems with Markovian switching coefficients
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+A partially observed control problem for Markov chains
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+New finite-dimensional filters and smoothers for noisily observed Markov chains
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+Almost sure parameter estimation and convergence rates for hidden Markov models
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+Combined filtering and parameter estimation: Approximations and robustness
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