Forward and backward Markovian state space models of second order process
DOI10.1016/0898-1221(90)90078-XzbMATH Open0697.60042OpenAlexW2135641912WikidataQ57736045 ScholiaQ57736045MaRDI QIDQ911147FDOQ911147
J. Bokor, M. Tanyi, Gy. Terdik
Publication date: 1990
Published in: Computers & Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0898-1221(90)90078-x
Recommendations
- Backward representation for nonstationary Markov processes with finite state space
- Forward-backward stochastic differential equations on Markov chains
- scientific article; zbMATH DE number 965582
- Backward representation of Markov jump processes and related problems. II. Optimal nonlinear estimation
- Two-parameter markov processes
- Second order approximation to stochastic differential equations for backward processes and Gaussian distributions
- Markov two-components processes
- Markovian forward-backward stochastic differential equations and stochastic flows
infinite moving average representationminimal order state-space realizationsmultivariable second order processes
Signal detection and filtering (aspects of stochastic processes) (60G35) General second-order stochastic processes (60G12) Probabilistic games; gambling (91A60)
Cites Work
- Title not available (Why is that?)
- Fast projection methods for minimal design problems in linear system theory
- Prediction theory and Fourier series in several variables
- Stochastic theory of minimal realization
- Title not available (Why is that?)
- A transformation approach to stochastic model reduction
- Invariant Description of Linear, Time-Invariant Controllable Systems
- On the Stochastic Realization Problem
- Backwards Markovian models for second-order stochastic processes (Corresp.)
- Forwards, backwards, and dynamically reversible Markovian models of second-order processes
- New smoothing algorithms based on reversed-time lumped models
- Correction to 'A Further Note on Backwards Markovian Models'
This page was built for publication: Forward and backward Markovian state space models of second order process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q911147)
