On the existence of finite-dimensional filters in discrete time

DOI10.1080/17442509208833787zbMath0759.60043OpenAlexW1990896525MaRDI QIDQ4022723

Marco Ferrante

Publication date: 17 January 1993

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509208833787

zbMATH Keywords

existence of Gaussian finite-dimensional filtersfinite-dimensional filteringnecessary conditions for the existence of finite-dimensional filters

Mathematics Subject Classification ID

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

Related Items (2)

A note about the filtering problem in discrete time making use of weak convergence of probability measures ⋮ Exact inference for a class of hidden Markov models on general state spaces

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