General backwards Markov models

DOI10.1109/TAC.1976.1101281MaRDI QIDQ4121252zbMATH OpenFDO

Authors D. G. Lainiotis

Publication date 1976

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Continuous-time Markov processes on general state spaces (60J25)

Cited in

(5)

• On the relationship between the Lagrange multiplier method and the two-filter smoother
• Algorithms for the incorporation of predictive information in surveillance theory†
• Backward representation of Markov jump processes and related problems. I. Optimal linear estimation
• On the fixed-interval smoothing problem
• Reverse-time diffusion equation models

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