A note about the filtering problem in discrete time making use of weak convergence of probability measures

DOI10.1007/BF01183144zbMath0842.93067MaRDI QIDQ1911774

Marco Ferrante

Publication date: 24 April 1996

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

Markov processnonlinear filteringexponential classfinite-dimensional filterMarkov transition kernelpartially observable

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55)

Related Items (1)

A Bayesian dynamic programming approach to optimal maintenance combined with burn-in

Cites Work

• On necessary conditions for the existence of finite-dimensional filters in discrete time
• Finite dimensional filter systems in discrete time
• On the existence of finite-dimensional filters in discrete time
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