Finite state and discrete time approximation for filters.

DOI10.1016/S0362-546X(01)00371-6zbMath1042.60525OpenAlexW2050160705MaRDI QIDQ1875273

Paola Tardelli, Anna Gerardi

Publication date: 26 August 2004

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0362-546x(01)00371-6

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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