On nonlinear filtering problems for discrete time stochastic processes

DOI10.2969/JMSJ/1150287304zbMath1084.62094OpenAlexW1990675383MaRDI QIDQ2583057

Masaya Matsuura, Yasunori Okabe

Publication date: 13 January 2006

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/1150287304

zbMATH Keywords

nonlinear filteringTaylor approximationsdiscrete-time stochastic processesDobrushin-Minlos regularity condition

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)

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