Kliemann, Wolfgang H.; Koch, Giorgio; Marchetti, Federico On the unnormalized solution of the filtering problem with counting process observations. (English) Zbl 0721.93072 IEEE Trans. Inf. Theory 36, No. 6, 1415-1425 (1990). Cited in 30 Documents MSC: 93E11 Filtering in stochastic control theory Keywords:counting process observations PDFBibTeX XMLCite \textit{W. H. Kliemann} et al., IEEE Trans. Inf. Theory 36, No. 6, 1415--1425 (1990; Zbl 0721.93072) Full Text: DOI