AN ESTIMATE OF THE APPROXIMATION ERROR IN THE FILTERING OF A DISCRETE JUMP PROCESS (Q4798860)
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scientific article; zbMATH DE number 1882772
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN ESTIMATE OF THE APPROXIMATION ERROR IN THE FILTERING OF A DISCRETE JUMP PROCESS |
scientific article; zbMATH DE number 1882772 |
Statements
AN ESTIMATE OF THE APPROXIMATION ERROR IN THE FILTERING OF A DISCRETE JUMP PROCESS (English)
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16 March 2003
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discrete Markov jump process
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filtering equation
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approximation error
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