Nonlinear Filtering for Markov Systems with Delayed Observations

DOI10.2478/v10006-009-0004-8zbMath1169.93414MaRDI QIDQ3392509

Patrick Florchinger, Antonella Calzolari, Giovanna Nappo

Publication date: 17 August 2009

Published in: International Journal of Applied Mathematics and Computer Science (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/207920

zbMATH Keywords

Markov processes; nonlinear filtering; diffusion processes; jump processes; stochastic delay differential equation

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

Related Items

Discrete Approximations of Controlled Stochastic Systems with Memory: A Survey, Reliable H∞ filtering for discrete time-delay Markovian jump systems with partly unknown transition probabilities, Nonlinear Filtering for Markov Systems with Delayed Observations

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