Minimal dimensional linear filters for discrete-time Markov processes with finite state space

DOI10.1109/9.539442zbMATH Open0886.93061OpenAlexW2073755953MaRDI QIDQ5689367FDOQ5689367

P. I. Kitsul, Giovanni Di Masi

Publication date: 12 May 1998

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.539442

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zbMATH Keywords

filterminimalityminimal dimensiondiscrete time Markov processstochastic realizations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Minimal systems representations (93B20)

Cited In (4)

• Minimal dimension linear filters for stationary Markov processes with finite state space
• Approximate linear minimum variance filters for continuous-discrete state space models: convergence and practical adaptive algorithms
• Title not available (Why is that?)
• Minimality and reductibility of conditionally poisson systems with finite state space

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