Backward representation of Markov jump processes and related problems. I. Optimal linear estimation

DOI10.1134/S0005117906080042zbMath1194.60051OpenAlexW2015087385MaRDI QIDQ885730

Andrey V. Borisov

Publication date: 14 June 2007

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

Full work available at URL: https://doi.org/10.1134/s0005117906080042

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Estimation and detection in stochastic control theory (93E10)

Related Items (1)

\( \mathcal{L}_1\)-optimal filtering of Markov jump processes. III: Identification of system parameters

Cites Work

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