Geodesic
A comparison of algorithms to filter noisy observations of a linear differential system driven by Brownian motion and a simple Markov switching process
Kybernetika, Tome 30 (1994) no. 3, pp. 233-244.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

Classification : 60G35, 93E11 
@article{KYB_1994__30_3_a3,
     author = {Browne, P. J.},
     title = {A comparison of algorithms to filter noisy observations of a linear differential system driven by {Brownian} motion and a simple {Markov} switching process},
     journal = {Kybernetika},
     pages = {233--244},
     publisher = {mathdoc},
     volume = {30},
     number = {3},
     year = {1994},
     mrnumber = {1291926},
     zbl = {0811.60030},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1994__30_3_a3/}
}
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Browne, P. J. A comparison of algorithms to filter noisy observations of a linear differential system driven by Brownian motion and a simple Markov switching process. Kybernetika, Tome 30 (1994) no. 3, pp. 233-244. http://geodesic.mathdoc.fr/item/KYB_1994__30_3_a3/