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

DOI10.1016/0167-6911(91)90119-YMaRDI QIDQ805586zbMATH OpenFDO

Authors W. J. Stronegger

Publication date 1991

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

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)

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Cites work

• scientific article; zbMATH DE number 3808709 (Why is no real title available?)
• scientific article; zbMATH DE number 4035702 (Why is no real title available?)
• scientific article; zbMATH DE number 3635280 (Why is no real title available?)
• scientific article; zbMATH DE number 3639532 (Why is no real title available?)
• scientific article; zbMATH DE number 3639533 (Why is no real title available?)
• Adequate Subfields and Sufficiency
• Conditional independence for statistical operations
• Finite dimensional filter systems in discrete time
• Invariance properties of the conditional independence relation
• Invariant Conditional Distributions
• On necessary conditions for the existence of finite-dimensional filters in discrete time
• Sufficiency and Statistical Decision Functions

Cited in

(1)

• Dynamic realizations of sufficient sequences

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