Remarks on linear and nonlinear filtering

DOI10.1109/18.370090MaRDI QIDQ4840904zbMATH OpenOpenAlexFDO

Authors Bernard Delyon

Publication date 11 March 1996

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.370090

zbMATH Keywords

Viterbi algorithmKalman filteringnonlinear filteringsemi-Markov processes

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10)

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