scientific article; zbMATH DE number 1537439

MaRDI QIDQ4518548zbMATH OpenFDO

Authors O. A. Voĭna, O. O. Zhyhajlo

Publication date 1 December 2000

zbMATH Keywords

optimal nonlinear filtering equationpartially observed Markov processes

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Markov processes (60J99) Markov processes: estimation; hidden Markov models (62M05) Filtering in stochastic control theory (93E11)

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Cited in

(7)

• Estimation of parameters for Hilbert space-valued partially observable stochastic processes
• Optimal estimation of some functionals of Markovian systems under the condition of incomplete observations
• On the quality of certain interpolation procedures of a partially observable Markov process
• scientific article; zbMATH DE number 3872405 (Why is no real title available?)
• scientific article; zbMATH DE number 4024568 (Why is no real title available?)
• Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method
• Rate estimation in partially observed Markov jump processes with measurement errors

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