Filtering of the Markov jump process given the observations of multivariate point process
type: Item
instance of: scholarly article
title: Filtering of the Markov jump process given the observations of multivariate point process
zbMATH Open document ID: 1322.93100
DOI: 10.1134/S0005117915020034
author: D. Kharzeev
published in: Automation and Remote Control
publication date: 2015-10-23T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 93B07
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6497662
zbMATH Keywords: optimal filtering
zbMATH Keywords: Markov process
zbMATH Keywords: finite number of states
zbMATH Keywords: discrete observations
zbMATH Keywords: finite-dimensional differential-difference system
MaRDI profile type: Publication
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full work available at URL: s0005117915020034
OpenAlex ID: W2075162717
description: scientific article; zbMATH DE number 6497662