scientific article; zbMATH DE number 722978

zbMath0819.60045MaRDI QIDQ4323296

Robert J. Elliott, John B. Moore, Lakhdar Aggoun

Publication date: 14 February 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

hidden Markov modelsspeech processingKalman filtersGirsanov's theoremWonham filterestimation and control problems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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