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 |
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| Hauptverfasser: | , , , |
| Format: | Artikel |
| Sprache: | Ukrainisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
1994
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/5649 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
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