Nonlinear Filtering Formulas for Discrete-Time Observations (Q3907513)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Nonlinear Filtering Formulas for Discrete-Time Observations
scientific article

    Statements

    Nonlinear Filtering Formulas for Discrete-Time Observations (English)
    0 references
    0 references
    0 references
    0 references
    1981
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    nonlinear filtering
    0 references
    Girsanov's measure transformation
    0 references
    0 references