Equations of optimal nonlinear filtration and interpolation for partially observed Markov processes
Recurrence relations are obtained for problems of optimal filtration and interpolation of partially observed discrete Markov chains. We present the system of differential equations for problems of optimal nonlinear filtration for Markov processes with continuous time and the system of inverse differ...
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| Date: | 1994 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1994
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5649 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |