Filtration of random solutions of a system of linear difference equations with coefficients depending on a Markov chain (Q4705253)
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scientific article; zbMATH DE number 1380504
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtration of random solutions of a system of linear difference equations with coefficients depending on a Markov chain |
scientific article; zbMATH DE number 1380504 |
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Filtration of random solutions of a system of linear difference equations with coefficients depending on a Markov chain (English)
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19 December 1999
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filtration
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linear difference equations
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optimal estimation
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Markov chain
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