scientific article; zbMATH DE number 4007362

zbMATH Open0621.60050MaRDI QIDQ3757075FDOQ3757075

V. M. Khametov

Publication date: 1987

Title of this publication is not available (Why is that?)

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zbMATH Keywords

uniqueness problemfiltering problemconditional a posteriori probabilitiesnonlinear filtering of Markov processes

Mathematics Subject Classification ID

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

Cited In (5)

• Filtering of a Markov jump process with counting observations
• Optimal control of stochastic sequences with constraints
• Filtering of finite-state time-nonhomogeneous Markov processes, a direct approach
• On uniqueness of solutions for the stochastic differential equations of nonlinear filtering
• Unique characterization of conditional distributions in nonlinear filtering

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