{
  "id": "0904.2888",
  "version": "v1",
  "published": "2009-04-19T07:40:47.000Z",
  "updated": "2009-04-19T07:40:47.000Z",
  "title": "The Optimal Filtering of Markov Jump Processes in Additive White Noise",
  "authors": [
    "M. Zakai"
  ],
  "comment": "This 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",
  "categories": [
    "math.PR"
  ],
  "abstract": "This note is based on Wonham \\cite{Wonham}. The differences between this note and [Wonham] are discussed in Section VIII.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2009-04-19T07:40:47.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G35",
      "93E11"
    ],
    "keywords": [
      "markov jump processes",
      "additive white noise",
      "optimal filtering",
      "section viii",
      "differences"
    ],
    "note": {
      "typesetting": "LaTeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0904.2888Z"
    }
  }
}