Estimation of Markov processes

DOI10.1016/S0167-6911(81)80011-4zbMath0482.93062MaRDI QIDQ1162978

Omar Hijab

Publication date: 1981

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

conditional expectationnonlinear filteringsignal plus noise modelWiener expansion

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Estimation and detection in stochastic control theory (93E10) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Geometry of differential space
• Martingales on Jump Processes. II: Applications
• On Convergence of Stochastic Processes
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