General backwards Markov models

DOI10.1109/TAC.1976.1101281MaRDI QIDQ4121252zbMATH OpenFDO

Authors D. G. Lainiotis

Publication date 1976

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1976.1101281

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Continuous-time Markov processes on general state spaces (60J25)

Cited in

(5)

• On the relationship between the Lagrange multiplier method and the two-filter smoother
• Algorithms for the incorporation of predictive information in surveillance theory†
• Backward representation of Markov jump processes and related problems. I. Optimal linear estimation
• On the fixed-interval smoothing problem
• Reverse-time diffusion equation models

This page was built for publication: General backwards Markov models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4121252)