\(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes (Q2229525)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes |
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\(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes (English)
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18 February 2021
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Markov jump process
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stable numerical solution algorithm
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local and global accuracy of approximation
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