Invariant measures of the pair: state, approximate filtering process

DOI10.4064/cm-62-2-347-351zbMath0795.60028OpenAlexW784473308MaRDI QIDQ4275938

Łukasz Stettner

Publication date: 8 September 1994

Published in: Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/210122

zbMATH Keywords

invariant measurediscrete time filteringapproximating filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35)

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