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On necessary conditions for the existence of finite-dimensional filters in discrete time

Systems & Control Letters, ISSN: 0167-6911, Vol: 14, Issue: 1, Page: 63-69
1990
  • 10
    Citations
  • 0
    Usage
  • 2
    Captures
  • 0
    Mentions
  • 0
    Social Media
Metric Options:   Counts1 Year3 Year

Metrics Details

  • Citations
    10
    • Citation Indexes
      10
  • Captures
    2

Article Description

Under some regularity assumptions we show that, if a finite-dimensional filter in discrete time exists, then the observation, prediction, and filtering distributions are all of exponential class. Our results, motivated by analogous results in the field of statistics, hold for arbitrary (finite) dimensions of the state and observation spaces as well as of the filter itself.

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