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An existence theorem and some properties of maximum a posteriori estimators of trajectories of diffusions - MaRDI portal

An existence theorem and some properties of maximum a posteriori estimators of trajectories of diffusions (Q3805692)

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An existence theorem and some properties of maximum a posteriori estimators of trajectories of diffusions
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    An existence theorem and some properties of maximum a posteriori estimators of trajectories of diffusions (English)
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    1988
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    maximum a-posteriori estimator
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    nonlinear filtering
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    trajectories of diffusions
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    noisy non-linear sensor
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    nondegenerate diffusions
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    existence theorem for the MAP trajectories estimator
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    pointwise MAP estimator
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