Analysis of algorithms of numerical implementations for the Wonham filter under uncertainty in measurements noise covariance
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Publication:6641121
Alexey Vyacheslavovich Bosov, Irina Anatol'evna Kudryavtseva
Publication date: 20 November 2024
Published in: Differentsial'nye Uravneniya i Protsessy Upravleniya (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Applications to the sciences (65Z05) Probabilistic methods, stochastic differential equations (65C99)
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