On measure transformations for combined filtering and parameter estimation in discrete time (Q1163516)
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scientific article; zbMATH DE number 3760049
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On measure transformations for combined filtering and parameter estimation in discrete time |
scientific article; zbMATH DE number 3760049 |
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On measure transformations for combined filtering and parameter estimation in discrete time (English)
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1982
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discrete-time stochastic systems
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nonlinear filtering
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parameter estimation
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measure transformation
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Zakai equation
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