scientific article; zbMATH DE number 5197193

zbMath1165.62070MaRDI QIDQ5309939

Naresh C. Jain, Nicolai V. Krylov, Bert E. Fristedt

Publication date: 4 October 2007

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

zbMATH Keywords

Wiener processesMarkov processesKalman filterhidden Markov modelsconditional expectationsstationary sequencesautoregressive-moving average sequences

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (2)

Exact and approximate hidden Markov chain filters based on discrete observations ⋮ Data Assimilation in Cardiovascular Fluid–Structure Interaction Problems: An Introduction

This page was built for publication: