Open AccessQuasi-exact approximation of hidden Markov chain filters
Author(s) -
Eckhard Platen,
Renata Rendek
Publication year - 2010
Publication title -
communications on stochastic analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.224
H-Index - 10
eISSN - 2688-6669
pISSN - 0973-9599
DOI - 10.31390/cosa.4.1.09
Subject(s) - markov chain , stochastic differential equation , mathematics , multiplicative function , multiplicative noise , noise (video) , euler method , euler's formula , chain (unit) , computer science , mathematical optimization , mathematical analysis , artificial intelligence , statistics , transmission (telecommunications) , telecommunications , physics , signal transfer function , astronomy , analog signal , image (mathematics)