Pages that link to "Item:Q4210182"
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The following pages link to Nonlinear Filtering and Control of a Switching Diffusion with Small Observation Noise (Q4210182):
Displaying 10 items.
- On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain (Q647187) (← links)
- Optimal filtering of discrete-time hybrid systems (Q1281967) (← links)
- A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching (Q2029663) (← links)
- On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching (Q2175858) (← links)
- On hybrid control of a class of stochastic non-linear Markovian switching systems (Q2440683) (← links)
- An alternative sequential method for the state estimation of a partially observed SETAR(1) process (Q2667617) (← links)
- Least squares estimators for stochastic differential equations with Markovian switching (Q2697299) (← links)
- Approximate filter for a two-dimensional nonlinear diffusion observed in a correlated low noise channel (Q2974043) (← links)
- Nonlinear filtering of an interactive multiple model with small observation noise: numerical methods<sup>∗</sup> (Q4208310) (← links)
- Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching (Q5347527) (← links)
