Measure Theory and Filtering (Q4828278)
From MaRDI portal
scientific article; zbMATH DE number 2118878
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measure Theory and Filtering |
scientific article; zbMATH DE number 2118878 |
Statements
Measure Theory and Filtering (English)
0 references
24 November 2004
0 references
Kalman filtering
0 references
stochastic analysis
0 references
Girsanov theorem
0 references
EM algorithm
0 references
estimation
0 references
