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Avtomatika i Telemekhanika, 2006, Issue 9, Pages 120–141 (Mi at1238)  
This article is cited in 4 scientific papers (total in 4 papers)

Stochastic Systems

Backward representation of Markov jump processes and related problems. II. Optimal nonlinear estimation

A. V. Borisov

Institute of Informatics Problems, Russian Academy of Sciences, Moscow, Russia
Full-text PDF (483 kB) Citations (4)
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Abstract: Solutions of the problem of optimal nonlinear smoothing (interpolation) of the state of a special Markov jump process from indirect observations in Wiener noise were obtained. The optimal nonlinear estimates were examined and compared with the corresponding optimal linear estimates described in Part I.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 13.02.2006
English version:
Automation and Remote Control, 2006, Volume 67, Issue 9, Pages 1466–1484
DOI: https://doi.org/10.1134/S0005117906090098
Bibliographic databases:
Document Type: Article
PACS: 05.40.-a
Language: Russian
Citation: A. V. Borisov, “Backward representation of Markov jump processes and related problems. II. Optimal nonlinear estimation”, Avtomat. i Telemekh., 2006, no. 9, 120–141; Autom. Remote Control, 67:9 (2006), 1466–1484
Citation in format AMSBIB
\Bibitem{Bor06}
\by A.~V.~Borisov
\paper Backward representation of Markov jump processes and related problems. II.~Optimal nonlinear estimation
\jour Avtomat. i Telemekh.
\yr 2006
\issue 9
\pages 120--141
\mathnet{http://mi.mathnet.ru/at1238}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2266474}
\zmath{https://zbmath.org/?q=an:1194.60052}
\transl
\jour Autom. Remote Control
\yr 2006
\vol 67
\issue 9
\pages 1466--1484
\crossref{https://doi.org/10.1134/S0005117906090098}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-33748988458}
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  • https://www.mathnet.ru/eng/at/y2006/i9/p120
    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
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