Minimal dimensional linear filters for discrete-time Markov processes with finite state space

DOI10.1109/9.539442zbMath0886.93061OpenAlexW2073755953MaRDI QIDQ5689367

P. I. Kitsul, Giovanni B. Di Masi

Publication date: 12 May 1998

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.539442

zbMATH Keywords

minimalityfilterminimal dimensiondiscrete time Markov processstochastic realizations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Minimal systems representations (93B20)

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