Sufficient conditions for finite dimensionality of filters in discrete time: A Laplace transform-based approach (Q5937008)

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scientific article; zbMATH DE number 1618310
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Sufficient conditions for finite dimensionality of filters in discrete time: A Laplace transform-based approach
scientific article; zbMATH DE number 1618310

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    Sufficient conditions for finite dimensionality of filters in discrete time: A Laplace transform-based approach (English)
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    12 July 2001
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    dynamic Bayes formula
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    exponential families
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    finite-dimensional filters
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    infinitely divisible distributions
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    inverse Laplace transform
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    state-space models
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