Analysis of algorithms of numerical implementations for the Wonham filter under uncertainty in measurements noise covariance (Q6641121)
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scientific article; zbMATH DE number 7947108
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of algorithms of numerical implementations for the Wonham filter under uncertainty in measurements noise covariance |
scientific article; zbMATH DE number 7947108 |
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Analysis of algorithms of numerical implementations for the Wonham filter under uncertainty in measurements noise covariance (English)
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20 November 2024
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filtering problem
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Markov chain
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minimax estimation
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nonlinear filtering
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Wonham filter
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