Parameter estimation for continuous time hidden Markov processes

DOI10.1134/S0005117920030054zbMath1455.93192OpenAlexW3013123928MaRDI QIDQ827936

Yury A. Kutoyants

Publication date: 14 January 2021

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117920030054

zbMATH Keywords

parameter estimationKalman filteringtelegraph processhidden processes

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17)

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