Filtering of continuous-time Markov chains

DOI10.1016/S0895-7177(97)00241-0zbMATH Open1185.93131OpenAlexW2078142519WikidataQ126743356 ScholiaQ126743356MaRDI QIDQ969362FDOQ969362

Authors: B. E. Eshmatov 

Publication date: 6 May 2010

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0895-7177(97)00241-0

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Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

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• Perishable Inventory Theory: A Review
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• Bayes' Estimation of the Number of Component Processes of a Superimposed Process
• How to count and guess well: Discrete adaptive filters

Cited In (19)

• A Kalman filtering technique for certain Markov chains
• A filtering technique for Markov chains with applications to spectral embedding
• Joint filtering of components of random sequences
• Filtering of continuous-time Markov chains with noise-free observation and applications
• Recursive filters for partially observable finite Markov chains
• Filtering hidden semi-Markov chains
• Recursive filters for a partially observable system subject to random failure
• Exact adaptive filters for Markov chains observed in Gaussian noise
• Filtering, interpolation, and extrapolation of Markov chains with a continuous parameter
• Risk-Sensitive Filtering and Smoothing for Continuous-Time Markov Processes
• Title not available (Why is that?)
• Filters and parameter estimation for a partially observable system subject to random failure with continuous-range observations
• Title not available (Why is that?)
• Partially Observed Space–Time Markov Random Fields and Their Applications
• Finite dimensional predictors for hidden Markov chains
• Title not available (Why is that?)
• Title not available (Why is that?)
• New finite-dimensional filters and smoothers for noisily observed Markov chains
• Title not available (Why is that?)

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