Efficient solution of the interpolation problem on the basis of observations of jump processes

MaRDI QIDQ796234zbMATH OpenFDO

Authors V. M. Khametov, Anatoly I. Yashin

Publication date 1983

Published in Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

backward equationsconditionally-Gaussian casefilteringforward equationsinterpolation problemjump processesmultivariate point process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

Review text

Translation from Probl. Peredachi Inf. 19, No.2, 38-51 (Russian) (1983; Zbl 0526.62087).

Cited in

(1)

• Conditionally optimal fixed-point interpolation of processes in stochastic differential systems

This page was built for publication: Efficient solution of the interpolation problem on the basis of observations of jump processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q796234)