Equations of optimal nonlinear filtration and interpolation for partially observed Markov processes

DOI10.1007/BF01056167zbMath0851.62065OpenAlexW2026765258MaRDI QIDQ4866511

Mykola Volodymyr-Stanislavovych Sidorov, O. A. Voina

Publication date: 17 April 1996

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01056167

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Continuous-time Markov processes on discrete state spaces (60J27)

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