Low dimensional filters for a class of finite state estimation problems with Poisson observations (Q1159177)
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scientific article; zbMATH DE number 3743146
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Low dimensional filters for a class of finite state estimation problems with Poisson observations |
scientific article; zbMATH DE number 3743146 |
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Low dimensional filters for a class of finite state estimation problems with Poisson observations (English)
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1982
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low dimensional filters
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stochastic differential equations
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semimartingales
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nonlinear filtering
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finite state estimation
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doubly stochastic Poisson processes
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Lie algebras
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finite state Markov processes
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