Filtering of discrete-time systems hidden in discrete-time random measures

DOI10.1016/S0895-7177(01)00164-9zbMath1007.94004MaRDI QIDQ1609464

Lakdere Benkherouf, Lakhdar Aggoun

Publication date: 15 August 2002

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

zbMATH Keywords

filteringhidden Markov modelsrandom measuresmeasure changediscrete-time signal

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Random measures (60G57)

Related Items (1)

Risk‐sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation

Cites Work

• Unnamed Item
• Point processes and queues. Martingale dynamics
• Discrete time nonlinear filtering with marked point process observations
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains

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