Markov Property and Ergodicity of the Nonlinear Filter
- 1 January 2000
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 39 (3), 928-949
- https://doi.org/10.1137/s0363012999357707
Abstract
No abstract availableKeywords
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- Asymptotic behavior of the nonlinear filtering errors of Markov processesJournal of Multivariate Analysis, 1971