The markov property of the filter in the finitely additive white noise approach to nonlinear filtering†

DOI10.1080/17442508408833317zbMATH Open0543.60051OpenAlexW1980837450MaRDI QIDQ3332017FDOQ3332017

Authors: Rajeeva L. Karandikar, Gopinath Kallianpur 

Publication date: 1984

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508408833317

zbMATH Keywords

measure-valued Markov processfinitely additive probability space

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Continuous-time Markov processes on general state spaces (60J25)

Cites Work

• A finitely additive white noise approach to nonlinear filtering
• Some recent developments in nonlinear filtering theory

Cited In (3)

• Some recent developments in nonlinear filtering theory
• The stochastic filtering problem: a brief historical account
• Remarks on the finite energy condition in additive white noise filtering

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