A comparison of algorithms to filter noisy observations of a linear differential system driven by Brownian motion and a simple Markov switching process
P. J. Browne (1994)
Kybernetika
Similarity:
P. J. Browne (1994)
Kybernetika
Similarity:
Kouritzin, Michael A., Sun, Wei, Xiong, Jie (2004)
Electronic Journal of Probability [electronic only]
Similarity:
John F. Barrett, Thomas J. Moir (1987)
Kybernetika
Similarity:
Malcolm, W.P., Elliott, R.J., van der Hoek, J. (2004)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Myoungho Oh, Vladimir Ignatevich Shin (1997)
Kybernetika
Similarity:
Liptser, R., Muzhikanov, P. (1998)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Crisan, Dan, Kouritzin, Michael A., Xiong, Jie (2009)
Electronic Journal of Probability [electronic only]
Similarity:
Boulanger, C., Schlitz, J. (1999)
Portugaliae Mathematica
Similarity: