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- W31502162 abstract "We consider a stochastic dynamic system in discrete time with an observable component Xn ∈X⊂R v (signal). The signal is a Markov chain and, at any step, the conditional density of the observation given the signal is fixed in the exponential class. We face the problem of finding transition kernels for Xn for which the system admits filters of dimension v; we reduce this problem to an analytical procedure in which the first step can be solved in terms of convolution semigroups of probability distributions." @default.
- W31502162 created "2016-06-24" @default.
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- W31502162 date "1990-01-01" @default.
- W31502162 modified "2023-09-23" @default.
- W31502162 title "Finite-dimensional stochastic filtering in discrete time: The role of convolution semigroups" @default.
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- W31502162 doi "https://doi.org/10.1007/bfb0120046" @default.
- W31502162 hasPublicationYear "1990" @default.
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