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Sistemy i Sredstva Informatiki [Systems and Means of Informatics], 2006, , special issue, Pages 47–76 (Mi ssi34)  
Стохастические модели и технологии

Algorithms of optimal non-linear smoothing of special Markovian jump processes

A. V. Borisov
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Abstract: The article presents solution to the problem of optimal nonlinear smoothing (interpolation) of the state of a special Markovian jump process from indirect observations in the presence of Wiener noises. The obtained non-linear estimates are compared to the corresponding optimal linear estimates.
Document Type: Article
UDC: 519.21
Language: Russian
Citation: A. V. Borisov, “Algorithms of optimal non-linear smoothing of special Markovian jump processes”, Sistemy i Sredstva Inform., 2006, special issue, 47–76
Citation in format AMSBIB
\Bibitem{Bor06}
\by A.~V.~Borisov
\paper Algorithms of optimal non-linear smoothing of special Markovian jump processes
\jour Sistemy i Sredstva Inform.
\yr 2006
\pages 47--76
\issueinfo special issue
\mathnet{http://mi.mathnet.ru/ssi34}
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  • https://www.mathnet.ru/eng/ssi/v16/i2/p47
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    		Системы и средства информатики
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