Specific optimal estimation of special Markov jump processes

DOI10.1134/S0005117907030046zbMath1125.93065OpenAlexW2072837475MaRDI QIDQ2371600

Andrey V. Borisov

Publication date: 5 July 2007

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117907030046

zbMATH Keywords

filtering problem of states in Markov jump processespolynomial observation functions

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

Cites Work

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• Approximate nonlinear filtering by projection on exponential manifolds of densities
• Analysis and estimation of the states of special jump Markov processes. I: Martingale representation
• Optimal filtering in systems with degenerate noises in observations
• Stochastic partial differential equations and filtering of diffusion processes
• Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise
• Brockett's Problem of Classification of Finite-Dimensional Estimation Algebras for Nonlinear Filtering Systems

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