scientific article

zbMath0569.60046MaRDI QIDQ3685768

N. V. Krichagina, Evgeny Ya. Rubinovich, Robert Sh. Liptser

Publication date: 1985

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

reduction of the dimensionGaussian filtering model

Mathematics Subject Classification ID

Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Continuous-time Markov processes on general state spaces (60J25) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (4)

Measure change estimates for hidden Markov models ⋮ A criterion for filtering in semimartingale models ⋮ A Kalman filtering technique for certain Markov chains ⋮ Ergodic theory for controlled Markov chains with stationary inputs

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