caa a22 4500 475839420 CHVBK 20180406123857.0 cr unu---uuuuu 170329e20000901xx s 000 0 eng 10.1023/A:1010650018759 doi (NATIONALLICENCE)springer-10.1023/A:1010650018759 Bayes Formula for Optimal Filter with n-ple Markov Gaussian Errors [Elektronische Daten] [Pranab Mandal, V. Mandrekar] We consider the nonlinear filtering problem where the observation noise process is n-ple Markov Gaussian. A Kallianpur-Striebel type Bayes formula for the optimal filter is obtained. Kluwer Academic Publishers, 2000 nonlinear filtering nationallicence Bayes formula nationallicence n -ple Markov Gaussian process nationallicence Mandal Pranab EURANDOM, PO Box 513, 5600 MB, Eindhoven, The Netherlands. e-mail aut Mandrekar V. Michigan State University, 48824, East Lansing, MI, U.S.A. aut Acta Applicandae Mathematica Kluwer Academic Publishers 63/1-3(2000-09-01), 245-252 0167-8019 63:1-3<245 2000 63 10440 https://doi.org/10.1023/A:1010650018759 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1023/A:1010650018759 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Mandal Pranab EURANDOM, PO Box 513, 5600 MB, Eindhoven, The Netherlands. e-mail aut NATIONALLICENCE 700 1- Mandrekar V. Michigan State University, 48824, East Lansing, MI, U.S.A aut NATIONALLICENCE 773 0- Acta Applicandae Mathematica Kluwer Academic Publishers 63/1-3(2000-09-01), 245-252 0167-8019 63:1-3<245 2000 63 10440 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer