scientific article; zbMATH DE number 4009443

zbMATH Open0622.60046MaRDI QIDQ3759620FDOQ3759620

Authors: V. S. Pugachev, I. N. Sinitsyn, V. I. Shin 

Publication date: 1987

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

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zbMATH Keywords

filteringIto equationoptimal estimation problemmixed difference-differential systemoptimal discrete estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12)

Cited In (15)

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• Threshold selection in jump-discriminant filter for discretely observed jump processes
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• Filtering of stochastic processes in the case of continuous-discrete observation channels with memory
• Adaptive nonlinear continuous-discrete filtering
• Suboptimal continuous-discrete filtering based on decomposition of observations
• Discrete optimal filtering
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• Optimal structure of recurrent nonlinear filters of large order for diffusion signals
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• Optimal continuous-discrete nonlinear finite memory filter with discrete predictions

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