Ergodicity and mixing conditions of Markov processes in nonparametric filtering problems

zbMath0753.93076MaRDI QIDQ1180934

P. V. Pakshin, A. V. Dobrovidov, Alexander Yu. Veretennikov

Publication date: 27 June 1992

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

ergodicitydiscrete-time Markov processnonparametric estimatorstrong mixing conditionsnonparametric filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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