Filtering of continuous-time Markov chains

DOI10.1016/S0895-7177(97)00241-0MaRDI QIDQ969362zbMATH OpenOpenAlexWikidataFDO

Authors B. E. Eshmatov

Publication date 6 May 2010

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0895-7177(97)00241-0

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3868304 (Why is no real title available?)
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• Bayes' Estimation of the Number of Component Processes of a Superimposed Process
• How to count and guess well: Discrete adaptive filters
• Perishable Inventory Theory: A Review

Cited in

(19)

• Filtering hidden semi-Markov chains
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• Recursive filters for a partially observable system subject to random failure
• scientific article; zbMATH DE number 5919866 (Why is no real title available?)
• Filtering of continuous-time Markov chains with noise-free observation and applications
• Filters and parameter estimation for a partially observable system subject to random failure with continuous-range observations
• Exact adaptive filters for Markov chains observed in Gaussian noise
• Partially Observed Space–Time Markov Random Fields and Their Applications
• Recursive filters for partially observable finite Markov chains
• Finite dimensional predictors for hidden Markov chains
• scientific article; zbMATH DE number 3909450 (Why is no real title available?)
• scientific article; zbMATH DE number 4176952 (Why is no real title available?)
• New finite-dimensional filters and smoothers for noisily observed Markov chains
• Filtering, interpolation, and extrapolation of Markov chains with a continuous parameter
• scientific article; zbMATH DE number 1537439 (Why is no real title available?)
• Joint filtering of components of random sequences
• A filtering technique for Markov chains with applications to spectral embedding
• Risk-Sensitive Filtering and Smoothing for Continuous-Time Markov Processes
• A Kalman filtering technique for certain Markov chains

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