Optimal filtering and the dual process (Q470059)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal filtering and the dual process |
scientific article |
Statements
Optimal filtering and the dual process (English)
0 references
11 November 2014
0 references
Bayesian conjugacy
0 references
Cox-Ingersoll-Ross process
0 references
finite mixture models
0 references
hidden Markov model
0 references
Kalman filter
0 references
0 references
0 references
