Abstract
Nonlinear filtering problems in discrete-time are studied using the Bayesian approach. The concept of a generalized finite-dimensional filter is introduced and it is shown that under suitable assumptions such a filter exists and can be implemented in a recursive way. The resulting technique is successfully applied to various situations.
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© 1983 D. Reidel Publishing Company
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Di Masi, G.B., Runggaldier, W.J., Barozzi, B. (1983). Generalized Finite-Dimensional Filters in Discrete Time. In: Bucy, R.S., Moura, J.M.F. (eds) Nonlinear Stochastic Problems. NATO ASI Series, vol 104. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-7142-4_21
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DOI: https://doi.org/10.1007/978-94-009-7142-4_21
Publisher Name: Springer, Dordrecht
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