Approximation of Nonlinear Filters for Continuous-Time Markov Chains under Randomly-Sampled Observations

Olga O. Yufereva, Aneel Tanwani. Approximation of Nonlinear Filters for Continuous-Time Markov Chains under Randomly-Sampled Observations. In 61st IEEE Conference on Decision and Control, CDC 2022, Cancun, Mexico, December 6-9, 2022. pages 6620-6625, IEEE, 2022. [doi]

Abstract

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