A note about the filtering problem in discrete time making use of weak convergence of probability measures (Q1911774)
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English | A note about the filtering problem in discrete time making use of weak convergence of probability measures |
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A note about the filtering problem in discrete time making use of weak convergence of probability measures (English)
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24 April 1996
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nonlinear filtering
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partially observable
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Markov process
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finite-dimensional filter
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Markov transition kernel
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exponential class
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