Minimax a posteriori estimation of the Markov processes with finite state spaces
DOI10.1007/S10513-008-2005-8zbMATH Open1156.93034OpenAlexW4240245171MaRDI QIDQ1002871FDOQ1002871
Authors: Andrey V. Borisov 
Publication date: 26 February 2009
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10513-008-2005-8
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Markov processesconditional expectations of the accessible observationsfiltering and identificationobservation systems
Filtering in stochastic control theory (93E11) Discrete-time Markov processes on general state spaces (60J05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
Cited In (11)
- Joint maximum \textit{a posteriori} state path and parameter estimation in stochastic differential equations
- Minimax estimation in systems of observation with Markovian chains by integral criterion
- Minimax a posteriori estimation in the hidden Markov models
- Parameter uncertainty in the Kalman-Bucy filter
- Kalman-Bucy filtering and minimum mean square estimator under uncertainty
- States of a map flow of events: Optimal estimation by the maximal a posteriori state probability criterion
- Minimax estimation methods under ellipsoidal constraints
- The Wonham filter under uncertainty: A game-theoretic approach
- Robust filtering and propagation of uncertainty in hidden Markov models
- Pathwise stochastic control with applications to robust filtering
- A robust Kalman-Bucy filtering problem
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