Wonham filtering by observations with multiplicative noises (Q1641944)
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scientific article; zbMATH DE number 6891756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wonham filtering by observations with multiplicative noises |
scientific article; zbMATH DE number 6891756 |
Statements
Wonham filtering by observations with multiplicative noises (English)
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20 June 2018
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Markov jump process
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multiplicative noises in observations
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optimal nonlinear filtering
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right continuous filtration
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integral representation of a martingale
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0.8748467
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0.8691857
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0.8632157
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0.8618644
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0.85009325
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0.8499284
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