Efficient solution of the interpolation problem on the basis of observations of jump processes (Q796234)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient solution of the interpolation problem on the basis of observations of jump processes |
scientific article |
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Efficient solution of the interpolation problem on the basis of observations of jump processes (English)
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1983
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Translation from Probl. Peredachi Inf. 19, No.2, 38-51 (Russian) (1983; Zbl 0526.62087).
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jump processes
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filtering
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forward equations
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interpolation problem
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conditionally-Gaussian case
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multivariate point process
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backward equations
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