Finite dimensional optimal filters for a class of ltô- processes with jumping parameters (Q3886582)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite dimensional optimal filters for a class of ltô- processes with jumping parameters |
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Finite dimensional optimal filters for a class of ltô- processes with jumping parameters (English)
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1980
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non-linear filtering
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jumping parameters
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finite dimensional equations for prediction and smoothing
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