Filtering and parameter estimation for a jump stochastic process with discrete observations (Q1038875)
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scientific article; zbMATH DE number 5636403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering and parameter estimation for a jump stochastic process with discrete observations |
scientific article; zbMATH DE number 5636403 |
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Filtering and parameter estimation for a jump stochastic process with discrete observations (English)
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20 November 2009
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nonlinear filtering
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Kalman filter
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particle filtering
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jump processes
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target tracking
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