scientific article; zbMATH DE number 440538

MaRDI QIDQ3140688zbMATH OpenFDO

Authors Robert J. Elliott

Publication date 16 July 1995

zbMATH Keywords

filteringfinite-dimensional filtersMarkov chainsmootherstochastic integral

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

Recommendations

• New finite-dimensional filters and smoothers for noisily observed Markov chains
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Cited in

(15)

• Finite dimensional predictors for hidden Markov chains
• Exact adaptive filters for Markov chains observed in Gaussian noise
• On hidden Markov chains and finite stochastic systems.
• A filtering technique for Markov chains with applications to spectral embedding
• scientific article; zbMATH DE number 1583960 (Why is no real title available?)
• Filtering and smoothing for a multi-targets system
• Recursive filters for partially observable finite Markov chains
• New finite-dimensional filters and smoothers for noisily observed Markov chains
• Finite-dimensional models for hidden Markov chains
• Time discretization of continuous-time filters and smoothers for HMM parameter estimation
• scientific article; zbMATH DE number 920749 (Why is no real title available?)
• Discrete-time approximation of Wonham filters
• Filtering of Hidden Weak Markov Chain -Discrete Range Observations
• Minimal dimensional linear filters for discrete-time Markov processes with finite state space
• Filtering of continuous-time Markov chains

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