State estimation for partially observed jump processes

DOI10.1016/0022-247X(78)90175-0MaRDI QIDQ1256265zbMATH OpenFDO

Authors Raymond W. Rishel

Publication date 1978

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Jump ProcessesMartingale MethodsOptimal Filtering EquationsPartially Observed Jump Markov Process

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites work

• scientific article; zbMATH DE number 3490831 (Why is no real title available?)
• scientific article; zbMATH DE number 3592547 (Why is no real title available?)
• Nonlinear filtering with counting observations
• State estimation for partially observed Markov chains
• Stochastic differential equations for the non linear filtering problem

Cited in

(1)

• Representation results for jump processes with application to optimal stopping

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