When is a sequence of sufficient \(\sigma\)-algebras a filter system?

DOI10.1016/0167-6911(91)90119-YzbMath0728.93068MaRDI QIDQ805586

W. J. Stronegger

Publication date: 1991

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

Bayesian modelsstochastic dynamic systemsfilter system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic systems in control theory (general) (93E03)

Cites Work

• On necessary conditions for the existence of finite-dimensional filters in discrete time
• Invariance properties of the conditional independence relation
• Conditional independence for statistical operations
• Finite dimensional filter systems in discrete time
• Invariant Conditional Distributions
• Adequate Subfields and Sufficiency
• Sufficiency and Statistical Decision Functions
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