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Recursive Kalman-type optimal estimation and detection of hidden Markov chains - MaRDI portal

Recursive Kalman-type optimal estimation and detection of hidden Markov chains (Q671281)

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scientific article; zbMATH DE number 983215
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English
Recursive Kalman-type optimal estimation and detection of hidden Markov chains
scientific article; zbMATH DE number 983215

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    Recursive Kalman-type optimal estimation and detection of hidden Markov chains (English)
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    27 February 1997
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    hidden Markov models
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    innovations approach
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    multivariate point process
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    recursive nonlinear finite-dimensional detectors
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