Publication:4172713

zbMath0391.60042MaRDI QIDQ4172713

J. Szpirglas, Gerald Mazziotto Hayri Korezlioglu

Publication date: 1978

zbMATH Keywords

Semimartingale; Innovations; Brownian Sheet; Recursive Filtering Equations

Mathematics Subject Classification ID

62M05: Markov processes: estimation; hidden Markov models

60G35: Signal detection and filtering (aspects of stochastic processes)

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