When is a sequence of sufficient -algebras a filter system?

DOI10.1016/0167-6911(91)90119-YzbMATH Open0728.93068MaRDI QIDQ805586FDOQ805586

Authors: W. J. Stronegger 

Publication date: 1991

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

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• scientific article; zbMATH DE number 4026462

zbMATH Keywords

stochastic dynamic systemsBayesian modelsfilter 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

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• Conditional independence for statistical operations
• Sufficiency and Statistical Decision Functions
• Invariance properties of the conditional independence relation
• Title not available (Why is that?)
• Finite dimensional filter systems in discrete time
• On necessary conditions for the existence of finite-dimensional filters in discrete time
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Invariant Conditional Distributions
• Adequate Subfields and Sufficiency

Cited In (1)

• Dynamic realizations of sufficient sequences

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