𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Poisson’s equation for discrete-time single-birth processes

✍ Scribed by Jiang, Shuxia; Liu, Yuanyuan; Yao, Shuai


Book ID
122390330
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
358 KB
Volume
85
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Discrete time filters for doubly stochas
✍ Jonathan H. Manton; Vikram Krishnamurthy; Robert J. Elliott 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 189 KB 👁 2 views

The well-known Kalman ÿlter is the optimal ÿlter for a linear Gaussian state-space model. Furthermore, the Kalman ÿlter is one of the few known ÿnite-dimensional ÿlters. In search of other discrete-time ÿnitedimensional ÿlters, this paper derives ÿlters for general linear exponential state-space mod