Phase transitions in nonlinear filtering
نویسندگان
چکیده
منابع مشابه
Phase transitions in nonlinear filtering*
It has been established under very general conditions that the ergodic properties of Markov processes are inherited by their conditional distributions given partial information. While the existing theory provides a rather complete picture of classical filtering models, many infinite-dimensional problems are outside its scope. Far from being a technical issue, the infinite-dimensional setting gi...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2015
ISSN: 1083-6489
DOI: 10.1214/ejp.v20-3281