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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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Bibliographic Details
Date:	1994
Main Authors:	Voina, O. A., Sidorov, M. V., Война, О. А., Сидоров, М. В.-С.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 1994
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/5649
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal

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