\(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. II: Numerical analysis of particular realizations schemes (Q2229543)
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scientific article; zbMATH DE number 7312189
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| English | \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. II: Numerical analysis of particular realizations schemes |
scientific article; zbMATH DE number 7312189 |
Statements
\(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. II: Numerical analysis of particular realizations schemes (English)
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18 February 2021
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Markov jump process
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stable estimate
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maximum a posteriori probability estimate
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numerical integration scheme
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0.9070415496826172
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0.8113397359848022
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0.8094896674156189
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0.7764974236488342
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0.77629554271698
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