Bayes formula for optimal filter with \(n\)-ple Markov Gaussian errors

DOI10.1023/A:1010650018759zbMath0974.60022OpenAlexW2159209690MaRDI QIDQ5937970

Pranab K. Mandal, Vidyadhar Mandrekar

Publication date: 18 July 2001

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010650018759

zbMATH Keywords

nonlinear filtering\(n\)-ple Markov Gaussian processBayes formula

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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