Abstract
The principal aim of this chapter is to familiarize the reader with the fact that the conditional distribution of the signal can be viewed as a stochastic process with values in the space of probability measures. While it is true that this chapter sets the scene for the subsequent chapters, it can be skipped by those readers whose interests are biased towards the applied aspects of the subject. The gist of the chapter can be summarized by the following.
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© 2009 Springer Science+Business Media, LLC
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Bain, A., Crisan, D. (2009). The Stochastic Process π. In: Fundamentals of Stochastic Filtering. Stochastic Modelling and Applied Probability, vol 60. Springer, New York, NY. https://doi.org/10.1007/978-0-387-76896-0_2
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DOI: https://doi.org/10.1007/978-0-387-76896-0_2
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-76895-3
Online ISBN: 978-0-387-76896-0
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