An alternative approach to non-linear filtering : jump process observations† (Q3932693)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An alternative approach to non-linear filtering : jump process observations† |
scientific article |
Statements
An alternative approach to non-linear filtering : jump process observations† (English)
0 references
1981
0 references
nonlinear filtering using jump process observations
0 references
vector stochastic dynamical system
0 references
stochastic differential equations
0 references
Wiener process
0 references
Poisson random measure
0 references
gain matrix
0 references
0 references