Ergodicity of filtering processes: the history of a mistake and attempts to correct it

MaRDI QIDQ2948826zbMATH OpenFDO

Authors Łukasz Stettner

Publication date 6 October 2015

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) History of mathematics in the 20th century (01A60) History of probability theory (60-03) History of systems and control theory (93-03)

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Cited in

(4)

• A note on Furstenberg's filtering problem
• On the filtration of historical Brownian motion
• On ergodic filters with wrong initial data
• Erratum to: ``Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data

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