Optimal Filtering of Markov Jump Processes Given...

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Mathematics - Wavelets and signal processing
Optimal Filtering of Markov Jump...

Optimal Filtering of Markov Jump Processes Given Observations with State-Dependent Noises: Exact Solution and Stable Numerical Schemes

Andrey Borisov, Igor Sokolov

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카테고리:

Mathematics - Wavelets and signal processing

년:

2020

출판사:

MDPI

언어:

english

페이지:

22

ISBN 10:

364213694X

ISBN 13:

9783642136948

파일:

PDF, 503 KB

IPFS:

,

english, 2020

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Andrew H. Jazwinski (Eds.) — Stochastic Processes and Filtering Theory

Harold J. Kushner (Eds.) — Probability Methods for Approximations in Stochastic Control and for Elliptic Equations

W. E. Hopkins Jr., J. S. Baras (auth.), Wendell H. Fleming, Luis G. Gorostiza (eds.) — Advances in Filtering and Optimal Stochastic Control: Proceedings of the IFIP-WG 7/1 Working Conference Cocoyoc, Mexico, February 1–6, 1982

Qimin (张启敏) Zhang ; Xining (李西宁) Li ; Hongge (岳红格) Yue — Stochastic age-structured population systems = 随机年龄结构种群系统

Andrew H. Jazwinski (Eds.) — Stochastic Processes and Filtering Theory

Harold J. Kushner (Eds.) — Probability Methods for Approximations in Stochastic Control and for Elliptic Equations

Eddy Mayer-Wolf, Ely Merzbach, Adam Shwartz — Stochastic Analysis. Liber Amicorum for Moshe Zakai

Sigeru Omatu, John H. Seinfeld — Distributed Parameter Systems: Theory and Applications

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Robert J. Elliott, John B. Moore, Lakhdar Aggoun (auth.) — Hidden Markov models: estimation and control

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Ikeda N., Watanabe S. — Stochastic differential equations and diffusion processes

Venkatarama Krishnan — Nonlinear Filtering and Smoothing: An Introduction to Martingales, Stochastic Integrals and Estimation

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Barber D., Cemgil A.T., Chiappa S. (eds.) — Bayesian Time Series Models

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Boling Guo; Hongjun Gao; Xueke Pu — Stochastic PDEs and Dynamics

S.K. Mitter, A. Moro — Nonlinear Filtering and Stochastic Control

D. A. Dawson, J. Gärtner (auth.), Hans Jürgen Engelbert, Wolfgang Schmidt (eds.) — Stochastic Differential Systems: Proceedings of the IFIP-WG 7/1 Working Conference Eisenach, GDR, April 6–13, 1986

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Dan Crisan (auth.), Dan Crisan (eds.) — Stochastic Analysis 2010

Vladimir Fomin (auth.) — Optimal Filtering: Volume I: Filtering of Stochastic Processes

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