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

Bernoulli

Volumn 7, Issue 2, 2001, Pages 211-221

  Runggaldier, Wolfgang J ^a,b   Spizzichino, Fabio ^a,b  

^a UNIVERSITY OF PADOVA   (Italy)

^b SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

Dynamic bayes formula; Exponential families; Finite dimensional filters; Infinitely divisible distributions; Inverse laplace transform; State space models

Indexed keywords

EID: 0012945490     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318736     Document Type: Article

References (14)

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