@inproceedings{a71961c0368943a197800a2cb84d4198,

title = "A non-Markov finite dimensional filter",

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.",

author = "Elliott, {Robert J.} and Sworder, {David D.} and Taylor, {Thomas J.}",

year = "1991",

month = dec,

day = "1",

language = "English (US)",

isbn = "0818624701",

series = "Conference Record - Asilomar Conference on Circuits, Systems & Computers",

publisher = "Publ by Maple Press, Inc",

pages = "180--184",

booktitle = "Conference Record - Asilomar Conference on Circuits, Systems & Computers",

note = "25th Asilomar Conference on Signals, Systems & Computers Part 1 (of 2) ; Conference date: 04-11-1991 Through 06-11-1991",

}