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Avtomatika i Telemekhanika, 2006, Issue 8, Pages 51–76 (Mi at1222)  
This article is cited in 4 scientific papers (total in 4 papers)

Stochastic Systems

Backward representation of Markov jump processes and related problems. I. Optimal linear estimation

A. V. Borisov

Institute of Informatics Problems, Russian Academy of Sciences, Moscow, Russia
Full-text PDF (462 kB) Citations (4)
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Abstract: The Martingale representation for a class of special Markov jump processes in reverse time is derived and applied to study optimal linear filtering and smoothing of states of nonlinear observation systems.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 13.02.2006
English version:
Automation and Remote Control, 2006, Volume 67, Issue 8, Pages 1228–1250
DOI: https://doi.org/10.1134/S0005117906080042
Bibliographic databases:
Document Type: Article
PACS: 05.40.-a
Language: Russian
Citation: A. V. Borisov, “Backward representation of Markov jump processes and related problems. I. Optimal linear estimation”, Avtomat. i Telemekh., 2006, no. 8, 51–76; Autom. Remote Control, 67:8 (2006), 1228–1250
Citation in format AMSBIB
\Bibitem{Bor06}
\by A.~V.~Borisov
\paper Backward representation of Markov jump processes and related problems. I.~Optimal linear estimation
\jour Avtomat. i Telemekh.
\yr 2006
\issue 8
\pages 51--76
\mathnet{http://mi.mathnet.ru/at1222}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2261509}
\zmath{https://zbmath.org/?q=an:1194.60051}
\transl
\jour Autom. Remote Control
\yr 2006
\vol 67
\issue 8
\pages 1228--1250
\crossref{https://doi.org/10.1134/S0005117906080042}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-33747726879}
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  • https://www.mathnet.ru/eng/at/y2006/i8/p51
    Cycle of papers
    This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Avtomatika i Telemekhanika
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    Abstract page:244
    Full-text PDF :90
    References:53
    First page:1
     
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