Filtering of the Markov jump process given the observations of multivariate point process
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Publication:747324
DOI10.1134/S0005117915020034zbMath1322.93100MaRDI QIDQ747324
Publication date: 23 October 2015
Published in: Automation and Remote Control (Search for Journal in Brave)
Markov process; discrete observations; optimal filtering; finite number of states; finite-dimensional differential-difference system
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