Abstract
We describe a rather general approximation procedure to solve stochastic filtering problems, that can be applied to a variety of situations. As an example, we outline its application to a problem from reliability practice showing at the same time that also such problems can be formulated quite naturally as filtering problems.
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© 1989 Springer-Verlag Berlin Heidelberg
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Runggaldier, W.J., Clarotti, C.A. (1989). On Approximations for Stochastic Filtering with an Application to Reliability. In: Kall, P., Kohlas, J., Popp, W., Zehnder, C.A. (eds) Quantitative Methoden in den Wirtschaftswissenschaften. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-74306-1_7
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DOI: https://doi.org/10.1007/978-3-642-74306-1_7
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-74307-8
Online ISBN: 978-3-642-74306-1
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