On measure transformations for combined filtering and parameter estimation in discrete time
type: Item
instance of: scholarly article
title: On measure transformations for combined filtering and parameter estimation in discrete time
zbMATH Open document ID: 0483.93081
DOI: 10.1016/S0167-6911(82)80044-3
author: Giovanni Di Masi
author: Wolfgang J. Runggaldier
published in: Systems \& Control Letters
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93C55
zbMATH DE Number: 3760049
zbMATH Keywords: discrete-time stochastic systems
zbMATH Keywords: nonlinear filtering
zbMATH Keywords: parameter estimation
zbMATH Keywords: measure transformation
zbMATH Keywords: Zakai equation
MaRDI profile type: Publication
cites work: Exact finite-dimensional filters for certain diffusions with nonlinear drift
cites work: Q4749054
cites work: On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
cites work: Q5657423
cites work: On the optimal filtering of diffusion processes
full work available at URL: s0167-6911(82)80044-3
OpenAlex ID: W2085495436
description: scientific article; zbMATH DE number 3760049