Equations of optimal nonlinear filtration and interpolation for partially observed Markov processes

DOI10.1007/BF01056167MaRDI QIDQ3364296zbMATH OpenOpenAlexFDO

Authors O. A. Voĭna, Mykola Volodymyr-Stanislavovych Sidorov

Publication date 1994

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01056167

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Continuous-time Markov processes on discrete state spaces (60J27)

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Cited in

(2)

• Filtering, interpolation, and extrapolation of Markov chains with a continuous parameter
• On the quality of certain interpolation procedures of a partially observable Markov process

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