Modified statistical algorithms for filtering and extrapolation in continuous-time stochastic systems
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
- scientific article; zbMATH DE number 6692864
- Reducing the nonlinear filtering problem to the analysis of stochastic systems with terminating and branching paths
- Statistical filtering algorithms for systems withrandom structure
- Solving approximately an optimal nonlinear filtering problem for stochastic differential systems by statistical modeling
- Conditionally optimal filtering and extrapolation of continuous processes
- The relation between the conditional optimal filtering and the extrapolations for a class of stochastic systems
- Reducing the nonlinear filtering problem to the analysis of stochastic systems with terminating and branching paths
- Statistical filtering algorithms for systems withrandom structure
- scientific article; zbMATH DE number 6892595 (Why is no real title available?)
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