Nonlinear Filtering Formulas for Discrete-Time Observations (Q3907513)

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Nonlinear Filtering Formulas for Discrete-Time Observations
scientific article

    Statements

    title
    Nonlinear Filtering Formulas for Discrete-Time Observations (English)
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    author
    Yoshiki Takeuchi
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    Hajime Akashi
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    publication date
    1981
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    zbMATH Keywords
    nonlinear filtering
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    Girsanov's measure transformation
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    Identifiers

    DOI
    10.1137/0319017
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    Mathematics Subject Classification ID
    93E11
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    93C10
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    93C55
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    60H10
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    zbMATH DE Number
    3717256
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