Ergodic properties of the nonlinear filter
- 30 September 2001
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 95 (1), 1-24
- https://doi.org/10.1016/s0304-4149(01)00090-4
Abstract
No abstract availableKeywords
This publication has 21 references indexed in Scilit:
- Monte Carlo Algorithms and Asymptotic Problems in Nonlinear FilteringPublished by Springer Nature ,2001
- Markov Property and Ergodicity of the Nonlinear FilterSIAM Journal on Control and Optimization, 2000
- Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling AlgorithmsSIAM Journal on Control and Optimization, 2000
- Exponential stability in discrete-time filtering for non-ergodic signalsStochastic Processes and their Applications, 1999
- Approximation and Limit Results for Nonlinear Filters Over an Infinite Time IntervalSIAM Journal on Control and Optimization, 1999
- Exponential stability for nonlinear filtering of diffusion processes in a noncompact domainThe Annals of Probability, 1998
- Robustness of Nonlinear Filters Over the Infinite Time IntervalSIAM Journal on Control and Optimization, 1998
- Exponential stability of discrete-time filters for bounded observation noiseSystems & Control Letters, 1997
- Lyapunov Exponents for Finite State Nonlinear FilteringSIAM Journal on Control and Optimization, 1997
- Exponential stability for nonlinear filteringAnnales de l'Institut Henri Poincaré, Probabilités et Statistiques, 1997