Backward representation for nonstationary Markov processes with finite state space
- 1 June 1994
- journal article
- Published by Elsevier in Systems & Control Letters
- Vol. 22 (6) , 445-450
- https://doi.org/10.1016/0167-6911(94)90088-4
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
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- Reverse time diffusionsStochastic Processes and their Applications, 1985
- On backward stochastic differential equationsStochastics, 1982
- A stochastic realization approach to the smoothing problemIEEE Transactions on Automatic Control, 1979
- To reverse a Markov processActa Mathematica, 1969