Finite-dimensional models for hidden Markov chains
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Publication:4698507
DOI10.2307/1428101zbMath0823.60062OpenAlexW4249897493MaRDI QIDQ4698507
Robert J. Elliott, Lakhdar Aggoun
Publication date: 8 October 1995
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1428101
Filtering in stochastic control theory (93E11) Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35)
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