\(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. II: Numerical analysis of particular realizations schemes (Q2229543)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. II: Numerical analysis of particular realizations schemes |
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\(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. II: Numerical analysis of particular realizations schemes (English)
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18 February 2021
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Markov jump process
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stable estimate
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maximum a posteriori probability estimate
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numerical integration scheme
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