Pages that link to "Item:Q1002871"
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The following pages link to Minimax a posteriori estimation of the Markov processes with finite state spaces (Q1002871):
Displaying 11 items.
- Minimax estimation methods under ellipsoidal constraints (Q384246) (← links)
- The Wonham filter under uncertainty: A game-theoretic approach (Q540194) (← links)
- Minimax estimation in systems of observation with Markovian chains by integral criterion (Q544773) (← links)
- Minimax a posteriori estimation in the hidden Markov models (Q927584) (← links)
- Robust filtering and propagation of uncertainty in hidden Markov models (Q2042836) (← links)
- A robust Kalman-Bucy filtering problem (Q2208574) (← links)
- Joint maximum \textit{a posteriori} state path and parameter estimation in stochastic differential equations (Q2409264) (← links)
- States of a map flow of events: Optimal estimation by the maximal a posteriori state probability criterion (Q2487640) (← links)
- Pathwise stochastic control with applications to robust filtering (Q2657939) (← links)
- Kalman--Bucy Filtering and Minimum Mean Square Estimator under Uncertainty (Q5009772) (← links)
- Parameter Uncertainty in the Kalman--Bucy Filter (Q5232198) (← links)
