Computational suboptimal filter for a class of Wiener-Poisson driven stochastic processes (Q1363314)
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scientific article; zbMATH DE number 1046296
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| English | Computational suboptimal filter for a class of Wiener-Poisson driven stochastic processes |
scientific article; zbMATH DE number 1046296 |
Statements
Computational suboptimal filter for a class of Wiener-Poisson driven stochastic processes (English)
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7 August 1997
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Using some heuristic arguments, the authors derive a suboptimal filter in the case when both the system and the observations have not too strong nonlinearities and are driven by Wiener-Poisson processes.
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jump diffusions
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suboptimal filter
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0.88177407
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0.8724586
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0.87227607
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0.8711128
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0.8678601
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0.86249644
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0.86122996
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