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)
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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