On the exchange of intersection and supremum of \({\sigma}\)-fields in filtering theory

DOI10.1007/s11856-012-0045-9zbMath1271.60054arXiv1009.0507OpenAlexW3099768228MaRDI QIDQ1936815

Ramon van Handel

Publication date: 7 February 2013

Published in: Israel Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.0507

zbMATH Keywords

stochastic processergodic theoryinvariant probability measurestationary Markov processtransition kernelnonlinear filtering problemstationary hidden Markov model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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