A simplified filtration procedure for a partially observed Markov process

DOI10.1070/RM1991V046N03ABEH002796MaRDI QIDQ3980246zbMATH OpenOpenAlexFDO

Authors B. V. Lazareva, R. Z. Khas'minskiĭ

Publication date 26 June 1992

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/rm1991v046n03abeh002796

zbMATH Keywords

optimal estimatesoptimal risksprobability of error and mean square criteriareflecting boundaries

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

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