搜索结果: 1-1 共查到“数理逻辑与数学基础 Filtering”相关记录1条 . 查询时间(0.07 秒)
A nasty filtering problem
nonlinear filtering unique ergodicity tail -field exchange of intersection and supremum
font style='font-size:12px;'>
2010/11/29
We construct a stationary Markov process with trivial tail -field and a nondegenerate observation process such that the corresponding nonlinear filtering process is not uniquely ergodic. This settles...