Change point estimation for continuous-time hidden Markov models

DOI10.1016/J.SYSCONLE.2012.11.007zbMath1259.93111OpenAlexW2063650253MaRDI QIDQ1940400

Robert J. Elliott, Jia Deng

Publication date: 6 March 2013

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

Full work available at URL: https://doi.org/10.1016/j.sysconle.2012.11.007

zbMATH Keywords

Girsanov theoremchange pointcontinuous-time hidden Markov model

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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