### Abstract

The state space of a general, not necessarily Markov, finite state space process is identified with the set of unit vectors in a Euclidean space. A filtering problem is considered where the observation process records only jumps between certain subsets of the states. A recursive equation for the filtered estimate of the state is obtained. If the transition rates are measurable with respect to the observations this filter is finite dimensional. The corresponding Zakai equation is also derived.

Original language | English (US) |
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Title of host publication | Conference Record - Asilomar Conference on Circuits, Systems & Computers |

Place of Publication | San Jose, CA, United States |

Publisher | Publ by Maple Press, Inc |

Pages | 180-184 |

Number of pages | 5 |

Volume | 1 |

ISBN (Print) | 0818624701 |

State | Published - 1991 |

Externally published | Yes |

Event | 25th Asilomar Conference on Signals, Systems & Computers Part 1 (of 2) - Pacific Grove, CA, USA Duration: Nov 4 1991 → Nov 6 1991 |

### Other

Other | 25th Asilomar Conference on Signals, Systems & Computers Part 1 (of 2) |
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City | Pacific Grove, CA, USA |

Period | 11/4/91 → 11/6/91 |

### ASJC Scopus subject areas

- Engineering(all)

### Cite this

*Conference Record - Asilomar Conference on Circuits, Systems & Computers*(Vol. 1, pp. 180-184). San Jose, CA, United States: Publ by Maple Press, Inc.

**A non-Markov finite dimensional filter.** / Elliott, Robert J.; Sworder, David D.; Taylor, Thomas.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

*Conference Record - Asilomar Conference on Circuits, Systems & Computers.*vol. 1, Publ by Maple Press, Inc, San Jose, CA, United States, pp. 180-184, 25th Asilomar Conference on Signals, Systems & Computers Part 1 (of 2), Pacific Grove, CA, USA, 11/4/91.

}

TY - GEN

T1 - A non-Markov finite dimensional filter

AU - Elliott, Robert J.

AU - Sworder, David D.

AU - Taylor, Thomas

PY - 1991

Y1 - 1991

N2 - The state space of a general, not necessarily Markov, finite state space process is identified with the set of unit vectors in a Euclidean space. A filtering problem is considered where the observation process records only jumps between certain subsets of the states. A recursive equation for the filtered estimate of the state is obtained. If the transition rates are measurable with respect to the observations this filter is finite dimensional. The corresponding Zakai equation is also derived.

AB - The state space of a general, not necessarily Markov, finite state space process is identified with the set of unit vectors in a Euclidean space. A filtering problem is considered where the observation process records only jumps between certain subsets of the states. A recursive equation for the filtered estimate of the state is obtained. If the transition rates are measurable with respect to the observations this filter is finite dimensional. The corresponding Zakai equation is also derived.

UR - http://www.scopus.com/inward/record.url?scp=0026292935&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0026292935&partnerID=8YFLogxK

M3 - Conference contribution

AN - SCOPUS:0026292935

SN - 0818624701

VL - 1

SP - 180

EP - 184

BT - Conference Record - Asilomar Conference on Circuits, Systems & Computers

PB - Publ by Maple Press, Inc

CY - San Jose, CA, United States

ER -