Filtering with discrete state observations

Applied Mathematics and Optimization

Volumn 40, Issue 2, 1999, Pages 259-272

  Dufour, F ^a   Elliott, R J ^b  

^a UNIV PARIS SUD   (France)

^b UNIVERSITY OF ALBERTA   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; PERTURBATION TECHNIQUES; PROBABILITY; SIGNAL FILTERING AND PREDICTION; STATE SPACE METHODS;

COUNTING PROCESS; GIRSANOV'S THEOREM;

MARKOV PROCESSES;

EID: 0033181495     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/s002459900125     Document Type: Article

References (5)

1. Aggoun L, Elliott RJ (1995) Finite-dimensional models forbidden Markov chains. Advances in Applied Probability 27:146-160
2. Brémaud P (1981) Point Processes and Queues. Springer-Verlag, New York
3. Davis MHA (1977) Nonlinear semigroups in the control of partially-observable stochastic systems, in Measure Theory and Applications to Stochastic Analysis. Lectures Notes in Mathematics, Volume 695. Springer-Verlag, 37-49
4. Liptser RS, Shiryayev AN (1977) Statistics of Random Processes, I. General Theory. Springer-Verlag, New York
5. Sworder DD, Hutchins RG (1989) Image-enhanced tracking. IEEE Transactions on Aerospace and Electronic Systems, 25:701-709