Tracking the output of a poorly known markov process

DOI10.1080/17442509508833967MaRDI QIDQ4890043zbMATH OpenOpenAlexFDO

Authors Raymond W. Rishel

Publication date 3 June 1997

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509508833967

zbMATH Keywords

Bayesian estimationhidden Markov modelsnonlinear filtering

Mathematics Subject Classification ID

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

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Cited in

(1)

• Sequential tracking of an unobservable two-state Markov process under Brownian noise

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