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Finite dimensional filter systems in discrete time

 

作者: Sawitzki GÜnther,  

 

期刊: Stochastics  （Taylor Available online 1981）
卷期: Volume 5, issue 1-2  

页码: 107-114

 

ISSN:0090-9491

 

年代: 1981

 

DOI:10.1080/17442508108833176

 

出版商: Gordon and Breach Science Publishers Inc,

 

数据来源: Taylor

 

摘要:

Under regularity conditions, a finite dimensional filter system exists for a partially observable process if and only if the conditional distributions involved each form an exponential family of distributions. The filter equation can be derived directly from the exponential representations of these families.

 

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