Non-linear filtering of counting processes driven by Ornstein-Uhlenbeck processes (Q3737344)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-linear filtering of counting processes driven by Ornstein-Uhlenbeck processes |
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Non-linear filtering of counting processes driven by Ornstein-Uhlenbeck processes (English)
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1986
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extended Kalman filter
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approximate nonlinear filters
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truncated moments
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doubly stochastic Poisson process
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Ornstein-Uhlenbeck process
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