Conditional Markov Processes

From MaRDI portal
Revision as of 11:46, 4 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3291959

DOI10.1137/1105015zbMath0106.12401OpenAlexW2034541289WikidataQ56115036 ScholiaQ56115036MaRDI QIDQ3291959

Rouslan L. Stratonovich

Publication date: 1961

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1105015




Related Items (49)

On the optimal filtering of diffusion processesEstimation of steady-state quantities of an HMM with some rarely generated emissionsHow to count and guess well: Discrete adaptive filtersObservation sampling and quantisation for continuous-time estimators.Bias-correction of Kalman filter estimators associated to a linear state space model with estimated parametersChallenges in optimization with complex PDE-systems. Abstracts from the workshop held February 14--20, 2021 (hybrid meeting)SEM Modeling with Singular Moment Matrices Part II: ML-Estimation of Sampled Stochastic Differential EquationsOptimal control and filtering of linear stochastic systemsA mean field approximation in data assimilation for nonlinear dynamicsA partial history of the early development of continuous-time nonlinear stochastic systems theoryMultivariable feedback particle filterIdentification via Non-linear FilteringA Unification of Weighted and Unweighted Particle FiltersOptimal nonlinear recurrent finite memory filterStochastic Optimal Control with Noisy Observations †On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theoryAnalysis of stochastic systems with applications to sensitivitytSequential estimation of states for non-linear lumped parameter systems†Suboptimal sequential estimation-detection scheme for Poisson driven linear systemsParameter estimation and control in non-linear systems with perfect measurements I. Parameters appearing linearly †Error covariance bounds for suboptimal filters with Lipschitzian drift and Poisson-sampled measurementsThe Filtering Equations RevisitedDEMOGRAPHICS INDUCE EXTINCTION OF DISEASE IN AN SIS MODEL BASED ON CONDITIONAL MARKOV CHAINEstimating parameters in stochastic systems: A variational Bayesian approachEstimation and control for linear, partially observable systems with non- Gaussian initial distributionInference for dynamics of continuous variables: the extended Plefka expansion with hidden nodesA path integral method for data assimilationLévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material SciencesDiscrete-time filtering for nonlinear polynomial systems over linear observationsPrediction and smoothing for partially observed Markov chainsPartitioned estimation algorithms. I: Nonlinear estimationState estimation for partially observed Markov chainsConvergence of empirical processes for interacting particle systems with applications to nonlinear filteringOptimal control of Markov processes with incomplete state informationA note on the differential equations of conditional probability density functionsOptimal control of partially observable Markovian systemsOptimal multichannel nonlinear filteringInteractive statistical mechanics and nonlinear filteringLarge deviations for interacting particle systems: Applications to non-linear filteringDynamical equations for optimal nonlinear filteringInferences from optimal filtering equationHidden Markov models with binary dependenceSystem identification. A surveyNew classes of stochastic control processesOn optimal nonlinear estimation. I: Continuous observationAn alternative approach to non-linear filtering†Accelerated Monte Carlo for optimal estimation of time seriesEstimation and control for a class of non-linear stochastic systemsNonlinear filtering of convex sets of probability distributions







This page was built for publication: Conditional Markov Processes