Filtering of the Markov jump process given the observations of multivariate point process (Q747324)
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scientific article; zbMATH DE number 6497662
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| English | Filtering of the Markov jump process given the observations of multivariate point process |
scientific article; zbMATH DE number 6497662 |
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Filtering of the Markov jump process given the observations of multivariate point process (English)
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23 October 2015
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optimal filtering
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Markov process
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finite number of states
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discrete observations
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finite-dimensional differential-difference system
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0.8324966430664062
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0.8242158889770508
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0.8216557502746582
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