Sufficient conditions for finite dimensionality of filters in discrete time: A Laplace transform-based approach
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Publication:5937008
DOI10.2307/3318736zbMath0981.62077OpenAlexW1968080798MaRDI QIDQ5937008
Fabio L. Spizzichino, Wolfgang J. Runggaldier
Publication date: 12 July 2001
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1080222084
exponential familiesinfinitely divisible distributionsinverse Laplace transformdynamic Bayes formulafinite-dimensional filtersstate-space models
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