Wonham filtering by observations with multiplicative noises
type: Item
instance of: scholarly article
title: Wonham filtering by observations with multiplicative noises
zbMATH Open document ID: 1391.93227
DOI: 10.1134/S0005117918010046
author: Y. Aharonov
published in: Automation and Remote Control
publication date: 2018-06-20T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 93E03
zbMATH DE Number: 6891756
zbMATH Keywords: Markov jump process
zbMATH Keywords: multiplicative noises in observations
zbMATH Keywords: optimal nonlinear filtering
zbMATH Keywords: right continuous filtration
zbMATH Keywords: integral representation of a martingale
MaRDI profile type: Publication
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full work available at URL: s0005117918010046
OpenAlex ID: W2790682318
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description: scientific article; zbMATH DE number 6891756