On discrete time ergodic filters with wrong initial data
- 24 August 2007
- journal article
- research article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 141 (3-4), 411-444
- https://doi.org/10.1007/s00440-007-0089-7
Abstract
No abstract availableKeywords
This publication has 17 references indexed in Scilit:
- On ergodic filters with wrong initial dataComptes Rendus Mathematique, 2007
- Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic SignalsStochastic Analysis and Applications, 2005
- Stability of nonlinear filters in nonmixing caseThe Annals of Applied Probability, 2004
- Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filtersThe Annals of Applied Probability, 2004
- A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signalsStochastic Processes and their Applications, 2003
- On the stability of interacting processes with applications to filtering and genetic algorithmsAnnales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2001
- Exponential stability in discrete-time filtering for non-ergodic signalsStochastic Processes and their Applications, 1999
- Exponential stability for nonlinear filtering of diffusion processes in a noncompact domainThe Annals of Probability, 1998
- Exponential stability of discrete-time filters for bounded observation noiseSystems & Control Letters, 1997
- Exponential stability for nonlinear filteringAnnales de l'Institut Henri Poincaré, Probabilités et Statistiques, 1997