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scientific article; zbMATH DE number 17496
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scientific article; zbMATH DE number 17496 |
Statements
26 June 1992
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conditional density
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nonlinear filtering
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0.8779058456420898
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0.8132807016372681
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0.8132807016372681
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[For the entire collection see Zbl 0728.00017.] It is considered the dependence of the conditional density on the initial distribution of the state for continuous time linear filtering and for finite state space nonlinear filtering. There are given three theorems concerning the behaviour of a functional similar to the Lyapunov exponent.
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