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A simplified filtration procedure for a partially observed Markov process - MaRDI portal

A simplified filtration procedure for a partially observed Markov process (Q3980246)

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scientific article; zbMATH DE number 21216
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English
A simplified filtration procedure for a partially observed Markov process
scientific article; zbMATH DE number 21216

    Statements

    A simplified filtration procedure for a partially observed Markov process (English)
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    26 June 1992
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    optimal estimates
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    probability of error and mean square criteria
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    optimal risks
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    reflecting boundaries
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