The markov property of the filter in the finitely additive white noise approach to nonlinear filtering†

DOI10.1080/17442508408833317zbMath0543.60051OpenAlexW1980837450MaRDI QIDQ3332017

Rajeeva L. Karandikar, Gopinath Kallianpur

Publication date: 1984

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508408833317

zbMATH Keywords

measure-valued Markov processfinitely additive probability space

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Continuous-time Markov processes on general state spaces (60J25) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (2)

The stochastic filtering problem: a brief historical account ⋮ Some recent developments in nonlinear filtering theory

Cites Work

• A finitely additive white noise approach to nonlinear filtering
• Some recent developments in nonlinear filtering theory

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