Finite dimensional optimal filters for a class of ltô- processes with jumping parameters
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Publication:3886582
DOI10.1080/17442508008833160zbMath0443.60038OpenAlexW1983688082MaRDI QIDQ3886582
Publication date: 1980
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508008833160
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)
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