An alternative approach to non-linear filtering : jump process observations† (Q3932693)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An alternative approach to non-linear filtering : jump process observations† |
scientific article |
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An alternative approach to non-linear filtering : jump process observations† (English)
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1981
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nonlinear filtering using jump process observations
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vector stochastic dynamical system
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stochastic differential equations
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Wiener process
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Poisson random measure
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gain matrix
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