Computational suboptimal filter for a class of Wiener-Poisson driven stochastic processes

DOI10.1023/A:1008254602650zbMath0880.93051MaRDI QIDQ1363314

Floyd B. Hanson, Raghib M. Abu-Saris

Publication date: 7 August 1997

Published in: Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

jump diffusionssuboptimal filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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