Exact and approximate hidden Markov chain filters based on discrete observations (Q293595)

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scientific article; zbMATH DE number 6590856
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Exact and approximate hidden Markov chain filters based on discrete observations
scientific article; zbMATH DE number 6590856

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    Exact and approximate hidden Markov chain filters based on discrete observations (English)
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    9 June 2016
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    hidden Markov model
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    continuous-time Markov chain
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    discrete Bayesian filter
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    Brownian motion
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    Wonham filter
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    asymmetric telegraph process
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