scientific article; zbMATH DE number 1376793

MaRDI QIDQ4702805zbMATH OpenFDO

Authors O. A. Voĭna

Publication date 9 December 1999

zbMATH Keywords

conditional distributionsdifferential equationsfiltering

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

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