@inproceedings{8eb87267795847eb925f6b7d15b7f47a,
title = "Maximum Cross Section Method in Optimal Filtering of Jump-Diffusion Random Processes",
abstract = "The paper deals with the optimal filtering problem for random processes in dynamical systems whose mathematical models include stochastic differential equations with a compound Poisson process. The particle method and the maximum cross section method are applied for optimal filtering.",
keywords = "maximum cross section method, optimal filtering, particle filter, particle method, Poisson process, statistical modeling, stochastic differential equation",
author = "Tatyana Averina and Konstantin Rybakov",
year = "2019",
month = aug,
doi = "10.1109/OPCS.2019.8880234",
language = "English",
series = "2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "8--11",
booktitle = "2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019",
address = "United States",
note = "15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019 ; Conference date: 26-08-2019 Through 30-08-2019",
}