The Optimal Filtering of Markov Jump Processes in Additive White Noise

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dc.creatorZakai, M.
dc.date2009-04-19
dc.date.accessioned2026-07-07T13:05:50Z
dc.date.available2026-07-07T13:05:50Z
dc.descriptionThis note is based on Wonham \cite{Wonham}. The differences between this note and [Wonham] are discussed in Section VIII.
dc.descriptionThis is a latex copy of a 1965 report that was not submitted for publication, but refered to in the author's later paper "On the Optimal Filtering of Diffusion Processes", Z. Wahr. verw. Geb. 11, 230-243 (1969). The report was misplaced and copies were unavailable, until it resurfaced recently
dc.identifierhttps://arxiv.org/abs/0904.2888
dc.identifierhttp://arxiv.org/abs/0904.2888
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/227620
dc.subjectProbability
dc.subject60G35,93E11
dc.titleThe Optimal Filtering of Markov Jump Processes in Additive White Noise
dc.typetext

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