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Robust approximation in a filtering problem with real state space and counting observations

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Publication:1573572
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DOI10.1007/s002450010002zbMath0963.60082OpenAlexW2086649243MaRDI QIDQ1573572

Giovanna Nappo, Antonella Calzolari

Publication date: 21 June 2001

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002450010002


zbMATH Keywords

filteringcouplingcounting processjump Markov process


Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)


Related Items

Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme




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