scientific article; zbMATH DE number 3875109

MaRDI QIDQ3342409zbMATH OpenFDO

Authors Henk A. P. Blom

Publication date 1984

zbMATH Keywords

approximate filtering algorithmsMarkov jump-diffusionnonlinear filtering

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

Recommendations

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Cited in

(4)

• Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process
• An image-based filter for discrete-time Markovian jump linear systems
• scientific article; zbMATH DE number 718738 (Why is no real title available?)
• Separation principle for stochastic control of continuous-time Markov jump linear systems under partial observations

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