scientific article; zbMATH DE number 686773
From MaRDI portal
Publication:4312918
continuous observationsdiscrete observationsmixed processesnonlinear filteringoptimal controlstate estimation
Research exposition (monographs, survey articles) pertaining to statistics (62-02) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and prediction (62M20) Molecular structure (graph-theoretic methods, methods of differential topology, etc.) (92E10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Filtering in stochastic control theory (93E11)
Recommendations
Cited in
(15)- Optimal digital filtering of continuous signals in time lag systems
- Continuous finite-dimensional locally optimal filtering of jump diffusions
- Optimal structure of recurrent nonlinear filters of large order for diffusion signals
- A problem of pattern recognition in arrays of interrelated objects. Recognition algorithm
- Sampling reconstruction of Markov processes with a finite number of states
- Cramér-Rao lower bound in nonlinear filtering problems under noises and measurement errors dependent on estimated parameters
- scientific article; zbMATH DE number 3879824 (Why is no real title available?)
- A optimal discrete nonlinear arbitrary-order filter
- scientific article; zbMATH DE number 5534569 (Why is no real title available?)
- scientific article; zbMATH DE number 3965128 (Why is no real title available?)
- scientific article; zbMATH DE number 51643 (Why is no real title available?)
- Estimation and decision for observations derived from martingales: Part II
- scientific article; zbMATH DE number 722978 (Why is no real title available?)
- scientific article; zbMATH DE number 3326154 (Why is no real title available?)
- Optimal recurrent nonlinear filter of a large order for jump diffusion Markov signals
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4312918)
