Filtering, interpolation, and extrapolation of Markov chains with a continuous parameter

zbMath0621.93068MaRDI QIDQ1090657

V. M. Khametov

Publication date: 1986

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

predictionsmoothingnonlinear filteringcontinuous-time Markov process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Data smoothing in stochastic control theory (93E14) Continuous-time Markov processes on discrete state spaces (60J27)

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