On invariant measures of discrete time filters in the correlated signal-noise case
From MaRDI portal
Publication:1872369
DOI10.1214/aoap/1031863182zbMath1012.60044MaRDI QIDQ1872369
Publication date: 6 May 2003
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1031863182
60J05: Discrete-time Markov processes on general state spaces
60G35: Signal detection and filtering (aspects of stochastic processes)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
Related Items
Ergodicity and stability of the conditional distributions of nondegenerate Markov chains, Derivation of linear estimation algorithms from measurements affected by multiplicative and additive noises