On necessary conditions for the existence of finite-dimensional filters in discrete time

DOI10.1016/0167-6911(90)90083-7zbMath0692.93074OpenAlexW2016008895MaRDI QIDQ584214

Marco Ferrante, Wolfgang J. Runggaldier

Publication date: 1990

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(90)90083-7

zbMATH Keywords

nonlinear filteringexponential class of distributionsfinite- dimensional filter in discrete time

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (7)

A Gaussian-generalized inverse Gaussian finite-dimensional filter. ⋮ A note about the filtering problem in discrete time making use of weak convergence of probability measures ⋮ Sul ruolo delle distribuzioni di classe esponenziale nel filtraggio ⋮ Approximate filtering via discrete dual processes ⋮ Exact inference for a class of hidden Markov models on general state spaces ⋮ Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises ⋮ When is a sequence of sufficient \(\sigma\)-algebras a filter system?

Cites Work

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• Convergence results for continuous-time adaptive stochastic filtering algorithms
• Finite dimensional filter systems in discrete time
• Sufficient Data Reduction and Exponential Families.

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