Filtering with discrete state observations
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Publication:1304966
DOI10.1007/s002459900125zbMath0955.62094OpenAlexW3178761443MaRDI QIDQ1304966
Robert J. Elliott, François Dufour
Publication date: 27 February 2001
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s002459900125
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Continuous-time Markov processes on discrete state spaces (60J27)
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