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Finite-dimensionality in discrete-time nonlinear filtering from a bayesian statistics viewpoint

  • W. J. Runggaldier
  • F. Spizzichino
Conference paper
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 91)

Abstract

Discrete-time filtering problems can be considered as sequential Bayesian estimation problems.

The purpose of the present study is to explore the relationships between standard Bayesian Statistics and discrete time Filtering with the aim of a better understanding of the problem of the existence of finite dimensional filters.

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Copyright information

© Springer-Verlag 1987

Authors and Affiliations

  • W. J. Runggaldier
    • 1
  • F. Spizzichino
    • 2
  1. 1.Seminario MatematicoUniversità di PadovaItaly
  2. 2.Dipartimento di MatematicaUniversità di Roma "La Sapienza"Italy

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