Feedback Particle Filter for a Continuous-time Markov Chain (Q2980694)

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Feedback Particle Filter for a Continuous-time Markov Chain
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    title
    Feedback Particle Filter for a Continuous-time Markov Chain (English)
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    author
    Tao Yang
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    Prashant G. Mehta
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    Sean P. Meyn
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    publication date
    3 May 2017
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    Mathematics Subject Classification ID
    60J27
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    60G35
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    93E11
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    zbMATH DE Number
    6711351
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