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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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Datum:	1994
Hauptverfasser:	Voina, O. A., Sidorov, M. V., Война, О. А., Сидоров, М. В.-С.
Format:	Artikel
Sprache:	Ukrainisch Englisch
Veröffentlicht:	Institute of Mathematics, NAS of Ukraine 1994
Online Zugang:	https://umj.imath.kiev.ua/index.php/umj/article/view/5649
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Назва журналу:	Ukrains’kyi Matematychnyi Zhurnal
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