Recursive filters for partially observable finite Markov chains
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Publication:3367741
DOI10.1239/jap/1127322020zbMath1086.60046OpenAlexW2139716914MaRDI QIDQ3367741
Publication date: 26 January 2006
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1127322020
Filtering in stochastic control theory (93E11) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items (2)
On the Relationships Between Lumpability and Filtering of Finite Stochastic Systems ⋮ A Poisson Limit Theorem for Reliability Models Based on Markov Chains
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