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 Measure Theory and Filtering
Introduction and Applications

The estimation of noisily observed states from a sequence of data has traditionally incor-
porated ideas from Hilbert spaces and calculus-based probability theory. As conditional
expectation is the key concept, the correct setting for filtering theory is that of a probabil-
ity space. Graduate engineers, mathematicians, and those working in quantitative finance
wishing to use filtering techniques will find in the first half of this book an accessible
introduction to measure theory, stochastic calculus, and stochastic processes, with particular
emphasis on martingales and Brownian motion. Exercises are included, solutions to which
are available from www.cambridge.org. The book then provides an excellent user’s guide
to filtering: basic theory is followed by a thorough treatment of Kalman filtering, including
recent results that exend the Kalman filter to provide parameter estimates. These ideas are
then applied to problems arising in finance, genetics, and population modelling in three sep-
arate chapters, making this a comprehensive resource for both practitioners and researchers.

Lakhdar Aggoun is Associate Professor in the Department of Mathematics and Statistics

at Sultan Qabos University, Oman.

Robert Elliott is RBC Financial Group Professor of Finance at the University of Calgary,
Canada.
 CAMBRIDGE SERIES IN STATISTICAL AND
PROBABILISTIC MATHEMATICS

Editorial Board

R. Gill (Department of Mathematics, Utrecht University)

B. D. Ripley (Department of Statistics, University of Oxford)
S. Ross (Department of Industrial Engineering, University of California, Berkeley)
M. Stein (Department of Statistics, University of Chicago)
B. Silverman (St. Peter’s College, University of Oxford)

This series of high-quality upper-division textbooks and expository monographs covers

all aspects of stochastic applicable mathematics. The topics range from pure and applied
statistics to probability theory, operations research, optimization, and mathematical pro-
gramming. The books contain clear presentations of new developments in the field and
also of the state of the art in classical methods. While emphasizing rigorous treatment of
theoretical methods, the books also contain applications and discussions of new techniques
made possible by advances in computational practice.

Already published
1. Bootstrap Methods and Their Application, by A. C. Davison and D. V. Hinkley
2. Markov Chains, by J. Norris
3. Asymptotic Statistics, by A. W. van der Vaart
4. Wavelet Methods for Time Series Analysis, by Donald B. Percival and Andrew T. Walden
5. Bayesian Methods, by Thomas Leonard and John S. J. Hsu
6. Empirical Processes in M-Estimation, by Sara van de Geer
7. Numerical Methods of Statistics, by John F. Monahan
8. A User’s Guide to Measure Theoretic Probability, by David Pollard
9. The Estimation and Tracking of Frequency, by B. G. Quinn and E. J. Hannan
10. Data Analysis and Graphics using R, by John Maindonald and John Braun
11. Statistical Models, by A. C. Davison
12. Semiparametric Regression, by D. Ruppert, M. P. Wand, R. J. Carroll
13. Exercises in Probability, by Loic Chaumont and Marc Yor
 Measure Theory and Filtering
Introduction and Applications

Lakhdar Aggoun
Department of Mathematics and Statistics, Sultan Qaboos University, Oman

Robert J. Elliott
Haskayne School of Business, University of Calgary
  
Cambridge, New York, Melbourne, Madrid, Cape Town, Singapore, São Paulo

Cambridge University Press

The Edinburgh Building, Cambridge  , UK
Published in the United States of America by Cambridge University Press, New York
www.cambridge.org
Information on this title: www.cambridge.org/9780521838030

© Cambridge University Press 2004

This publication is in copyright. Subject to statutory exception and to the provision of

relevant collective licensing agreements, no reproduction of any part may take place
without the written permission of Cambridge University Press.

First published in print format 2004

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 Contents

Preface page ix

Part I Theory 1

1 Basic probability concepts 3

1.1 Random experiments and probabilities 3
1.2 Conditional probabilities and independence 9
1.3 Random variables 14
1.4 Conditional expectations 28
1.5 Problems 34

2 Stochastic processes 38
2.1 Definitions and general results 38
2.2 Stopping times 46
2.3 Discrete time martingales 50
2.4 Doob decomposition 56
2.5 Continuous time martingales 59
2.6 Doob–Meyer decomposition 62
2.7 Brownian motion 70
2.8 Brownian motion process with drift 72
2.9 Brownian paths 72
2.10 Poisson process 75
2.11 Problems 75

3 Stochastic calculus 79
3.1 Introduction 79
3.2 Quadratic variations 80
3.3 Simple examples of stochastic integrals 87
3.4 Stochastic integration with respect to a Brownian motion 90
3.5 Stochastic integration with respect to general martingales 94
3.6 The Itô formula for semimartingales 97
3.7 The Itô formula for Brownian motion 108
3.8 Representation results 115
3.9 Random measures 123
3.10 Problems 127
vi Contents

4 Change of measures 131

4.1 Introduction 131
4.2 Measure change for discrete time processes 134
4.3 Girsanov’s theorem 145
4.4 The single jump process 150
4.5 Change of parameter in poisson processes 157
4.6 Poisson process with drift 161
4.7 Continuous-time Markov chains 163
4.8 Problems 165

Part II Applications 167

5 Kalman filtering 169

5.1 Introduction 169
5.2 Discrete-time scalar dynamics 169
5.3 Recursive estimation 169
5.4 Vector dynamics 175
5.5 The EM algorithm 177
5.6 Discrete-time model parameter estimation 178
5.7 Finite-dimensional filters 180
5.8 Continuous-time vector dynamics 190
5.9 Continuous-time model parameters estimation 196
5.10 Direct parameter estimation 206
5.11 Continuous-time nonlinear filtering 211
5.12 Problems 215

6 Financial applications 217

6.1 Volatility estimation 217
6.2 Parameter estimation 221
6.3 Filtering a price process 222
6.4 Parameter estimation for a modified Kalman filter 223
6.5 Estimating the implicit interest rate of a risky asset 229

7 A genetics model 235

7.1 Introduction 235
7.2 Recursive estimates 235
7.3 Approximate formulae 239

8 Hidden populations 242

8.1 Introduction 242
8.2 Distribution estimation 243
8.3 Parameter estimation 246
8.4 Pathwise estimation 247
8.5 A Markov chain model 248
 Contents vii

8.6 Recursive parameter estimation 250

8.7 A tags loss model 250
8.8 Gaussian noise approximation 253

References 255
Index 257
 Preface

Traditional courses for engineers in filtering and signal processing have been based on
elementary linear algebra, Hilbert space theory and calculus. However, the key objective
underlying such procedures is the (recursive) estimation of indirectly observed states given
observed data. This means that one is discussing conditional expected values, given the
observations. The correct setting for conditional expected value is in the context of mea-
surable spaces equipped with a probability measure, and the initial object of this book is
to provide an overview of required measure theory. Secondly, conditional expectation, as
an inverse operation, is best formulated as a form of Bayes’ Theorem. A mathematically
pleasing presentation of Bayes’ theorem is to consider processes as being initially defined
under a “reference probability.” This is an idealized probability under which all the observa-
tions are independent and identically distributed. The reference probability is a much nicer
measure under which to work. A suitably defined change of measure then transforms the
distribution of the observations to their real world form. This setting for the derivation of the
estimation and filtering results enables more general results to be obtained in a transparent
way.
The book commences with a leisurely and intuitive introduction to σ -fields and the results
in measure theory that will be required.
The first chapter also discusses random variables, integration and conditional expectation.
Chapter 2 introduces stochastic processes, with particular emphasis on martingales and
Brownian motion.
Stochastic calculus is developed in Chapter 3 and techniques related to changing proba-
bility measures are described in Chapter 4.
The change of measure method is the basic technique used in this book.
The second part of the book commences with a treatment of Kalman filtering in
Chapter 5. Recent results, which extend the Kalman filter and enable parameter estimates
to be obtained, are included. These results are applied to financial models in Chapter 6. The
final two chapters give some filtering applications to genetics and population models.
The authors would like to express their gratitude to Professor Nadjib Bouzar of the
Department of Mathematics and Computer Science, University of Indianapolis, for the
incredible amount of time he spent reading through the whole manuscript and making
many useful suggestions.
Robert Elliott would like to acknowledge the support of NSERC and the hospitality of
the Department of Applied Mathematics at the University of Adelaide, South Australia.
x Preface

Lakhdar Aggoun would like to acknowledge the support of the Department of Mathemat-
ics and Statistics, Sultan Qaboos University, Al-Khoud, Sultanate of Oman; the hospitality
of the Department of Mathematical Sciences at the University of Alberta, Canada; and the
Haskayne School of Business, University of Calgary, Calgary, Canada.
Part I
Theory
 1

Basic probability concepts

1.1 Random experiments and probabilities

An experiment is random if its outcome cannot be predicted with certainty. A simple example
is the throwing of a die. This experiment can result in any of six unpredictable outcomes 1,


2, 3, 4, 5, 6 which we list in what is usually called a sample space
= {1, 2, 3, 4, 5, 6} =
{ω1 , ω2 , ω3 , ω4 , ω5 , ω6 }. Another example is the amount of yearly rainfall in each of the
next 10 years in Auckland. Each outcome here is an ordered set containing ten nonnegative
real numbers (a vector in IR10 + ); however, one has to wait 10 years before observing the
outcome ω.
Another example is the following.
Let X t be the water level of a dam at time t. If we are interested in the behavior of X t
during an interval of time [t0 , t1 ] say, then it is necessary to consider simultaneously an
uncountable family of X t s, that is,

= {0 ≤ X t < ∞, t0 ≤ t ≤ t1 }.

The “smallest” observable outcome ω of an experiment is called simple.

The set {1} containing 1 resulting from a throw of a die is simple. The outcome “odd
number” is not simple and it occurs if and only if the throw results in any of the three simple
outcomes 1, 3, 5. If the throw results in a 5, say, then the same throw results also in “a
number larger than 3” or “odd number.” Sets containing outcomes are called events. The
events “odd number” and “a number larger than 3” are not mutually exclusive, that is, both
can happen simultaneously, so that we can define the event “odd number and a number
larger than 3.”
The event “odd number and even number” is clearly impossible or empty. It is called
the impossible event and is denoted, in analogy with the empty set in set theory, by ∅. The
event “odd number or even number” occurs no matter what is the event ω. It is
itself and
is called the certain event.
In fact possible events of the experiment can be combined naturally using the set opera-
tions union, intersection, and complementation. This leads to the concept of field or algebra
(σ -field (sigma-field) or σ -algebra, respectively) which is of fundamental importance in the
theory of probability.
4 Basic probability concepts

A nonempty class F of subsets of a nonempty set
is called a field or algebra if

1.
∈ F,
2. F is closed under finite unions (or finite intersections),
3. F is closed under complementation.
It is a σ -field or (σ -algebra) if the stronger condition
2. F is closed under countable unions (or countable intersections)
holds.
If {F} is a σ -field the pair (
, F) is called a measurable space. The sets B ∈ F are called
events and are said to be measurable sets.
For instance, the collection of finite unions of the half open intervals (a, b], (−∞ <
a < b ≤ +∞) in IR plus the empty set is a field but not a σ -field because it is not closed


under infinite countable unions. The open interval (0, 1) = ∞ n=1 (0, 1 − 1/n] is not in this
collection despite the fact it contains each interval (0, 1 − 1/n]. Neither does it contain the

singletons {x}, even though {x} = ∞ n=1 (x − 1/n, x] and it does not contain many other
useful sets. This suggests that the notion of σ -field is indeed needed. There exists a minimal
σ -field denoted B(IR) containing all half open intervals (a, b]. This is the Borel σ -field on
the real line and it is the smallest σ -field containing the collection of open intervals and
hence all intervals. It contains also:
 
 1 1
1. all singletons {x} since {x} = ∞ n=1 x − , x + ,
n n

2. the set Q of all rational numbers because it is a countable union: Q = r ∈Q {r },
3. the complement of Q, which is the set of all irrational numbers,


4. all open sets since any open set O = n In , where {In } are disjoint intervals. To see
this recall that since O is open, then for any x ∈ O there exits a maximal interval Ix
containing x and contained in O and Ix = O if O is itself an interval. If O is not an
interval then there is a collection of disjoint maximal intervals contained in O, one for
each x ∈ O. Moreover, each of these intervals contains a rational number because of the
density of Q. Let {rn : n = 1, 2, . . . } be an enumeration of these rationals. Consequently,
there is only at most a countable number of these intervals I1 , I2 , . . .. Therefore, since


each of these intervals is contained in O, their union n In ⊂ O. Conversely, for each


x ∈ O there exits a maximal interval In(x) containing x and contained in n In , that is,



O ⊂ n In . Consequently O = n In .

Sets in B(IR) are called Borel sets. Note that a topological space, unlike a measure space, is
not closed under complementation. A word of caution here: even σ -fields are not in general
closed under uncountable unions.
The largest possible σ -field on any set
is the power class 2
containing all the subsets
of
. However this σ -field is in general “too big” to be of any use in probability theory. At
the other extreme we have the smallest σ -field consisting of
and the empty set ∅.
Given any collection C of subsets of
, the σ -field generated by C, denoted by σ {C}, is
made up of the class of all countable unions, all countable intersections and all complements
of the subsets in C and all countable unions, intersections and complements of these sets,
and so on. For instance, if C contains one subset, F say, then σ {F} consists of the subset
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