Finite dimensional filter systems in discrete time

DOI10.1080/17442508108833176zbMath0471.60052OpenAlexW2051268314MaRDI QIDQ3924922

Günther Sawitzki

Publication date: 1981

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508108833176

zbMATH Keywords

exponential familiespartially observable processes

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cites Work

• On a functional equation related to families of exponential probability measures
• Sufficiency Statistics in the Case of Independent Random Variables
• Invariant Conditional Distributions