Efficient solution of the interpolation problem on the basis of observations of jump processes (Q796234)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3864342
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Efficient solution of the interpolation problem on the basis of observations of jump processes |
scientific article; zbMATH DE number 3864342 |
Statements
Efficient solution of the interpolation problem on the basis of observations of jump processes (English)
0 references
1983
0 references
Translation from Probl. Peredachi Inf. 19, No.2, 38-51 (Russian) (1983; Zbl 0526.62087).
0 references
jump processes
0 references
filtering
0 references
forward equations
0 references
interpolation problem
0 references
conditionally-Gaussian case
0 references
multivariate point process
0 references
backward equations
0 references
