Filtering of jump processes


Journal Article

Formulas are derived for the a posteriori probabilities of a studied process. The methods developed may be considered a generalization of the methods based on the theory of conditional Markovian processes and developed for observing processes with continuous trajectories. See also English translation in Automat Remote Contr n 5 May 1970 p 725-30

Duke Authors

Published Date

  • January 1, 1970

Published In

  • Avtomat I Telemekh

Citation Source

  • Scopus