Filtering of finite-state time-nonhomogeneous Markov processes, a direct approach
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Publication:1596349
DOI10.1007/s002450010012zbMath0977.62101OpenAlexW1991197028MaRDI QIDQ1596349
Nicolai V. Krylov, Aleksandar Zatezalo
Publication date: 24 January 2002
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: http://purl.umn.edu/3456
Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35)
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