A note about the filtering problem in discrete time making use of weak convergence of probability measures (Q1911774)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A note about the filtering problem in discrete time making use of weak convergence of probability measures
scientific article

    Statements

    A note about the filtering problem in discrete time making use of weak convergence of probability measures (English)
    0 references
    0 references
    0 references
    24 April 1996
    0 references
    0 references
    0 references
    0 references
    0 references
    nonlinear filtering
    0 references
    partially observable
    0 references
    Markov process
    0 references
    finite-dimensional filter
    0 references
    Markov transition kernel
    0 references
    exponential class
    0 references