Filtering a Markov Modulated Random Measure
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Publication:4978658
DOI10.1109/TAC.2009.2034227zbMath1368.93711MaRDI QIDQ4978658
Robert J. Elliott, Tak Kuen Siu, Hailiang Yang
Publication date: 25 August 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
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