Invariant measures of the pair: state, approximate filtering process

DOI10.4064/CM-62-2-347-351zbMath0795.60028OpenAlexW784473308MaRDI QIDQ4275938

Łukasz Stettner

Publication date: 8 September 1994

Published in: Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/210122

zbMATH Keywords

invariant measurediscrete time filteringapproximating filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (4)

Exponential stability of discrete-time filters for bounded observation noise ⋮ Transportation inequalities for hidden Markov chains and applications ⋮ Ergodic properties of the nonlinear filter. ⋮ Exponential stability for nonlinear filtering of diffusion processes in a noncompact domain

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