Filtering of a discrete jump process: approximation error

Paola Tardelli

doi:10.6092/issn.1973-2201/1170

Filtering of a discrete jump process: approximation error

Authors

Paola Tardelli Università degli Studi dell'Aquila
Dipartimento di Elettrica, Facoltà di Ingegneria

DOI:

https://doi.org/10.6092/issn.1973-2201/1170

Abstract

This Paper presents a discussion about some discrete models in which a finite state truncation is performed. In the models described the difference between the related filters is evaluated. The idea comes out by the examination of particular models, one discrete and the other finite.

How to Cite

Tardelli, P. (2001). Filtering of a discrete jump process: approximation error. Statistica, 61(1), 155–164. https://doi.org/10.6092/issn.1973-2201/1170