{"entities":{"Q2387456":{"pageid":2398199,"ns":120,"title":"Item:Q2387456","lastrevid":48542572,"modified":"2026-01-05T04:14:47Z","type":"item","id":"Q2387456","labels":{"en":{"language":"en","value":"Exponential forgetting and geometric ergodicity for optimal filtering in general state-space models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2201796"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2387456$7A60BB62-E701-437D-B4C4-38CDDE2C0496","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"657ab178927e2fcb82a9c9f8202fb6df2debf086","datavalue":{"value":{"text":"Exponential forgetting and geometric ergodicity for optimal filtering in general state-space models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2387456$50F843EE-DAD5-4499-A253-42DF61FC2C15","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"9e1a07e15edbc9b0b48620eea7d15b632d5a6446","datavalue":{"value":"1074.60051","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2387456$F1D6685E-B687-4555-B3BD-65886BE552D5","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"c9a08fbf5b9738bd98d68dae64894c85b7edcc8e","datavalue":{"value":{"entity-type":"item","numeric-id":851858,"id":"Q851858"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2387456$03094E5B-0C01-4BFC-8F57-7CA99C4254C3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"1e963be3a54ff5e9ea8eb85e19784a157ced0545","datavalue":{"value":{"entity-type":"item","numeric-id":239819,"id":"Q239819"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2387456$CAFE70E5-EF91-41D5-B4D1-D3CCFF055B40","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0a7f38bff7197b9d5228d1d2cd340d5028d13b61","datavalue":{"value":{"entity-type":"item","numeric-id":61365,"id":"Q61365"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2387456$91641768-3372-4FE5-9E75-AB8045C460B4","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"75d2964caf21ea58e2c3ccbb7e808c764d931e0a","datavalue":{"value":{"time":"+2005-09-02T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2387456$2645D47D-BA6D-42E4-9A57-507024A99B0D","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"551550d2ae336dee80d99f7e18c4be6d6bd28d83","datavalue":{"value":"State-space models are widely used in many scientific fields. This paper considers the case where the latent process is modeled by a Markov chain taking its values in a continuous space, and the observation at each point admits a distribution dependent of both the current state of the Markov chain and the past observation. In this context, under given regularity assumptions, the optimal filter and its derivatives with respect to some parameters in the model are defined. The regularity assumptions are typically satisfied when the latent process takes values in a compared space. The results on the exponential forgetting of the filter and its derivatives are presented. The results on the exponential geometric ergodicity of the extended Markov chain whose components are the latent process, the observation sequence, the filter and its derivatives are given.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2387456$93E642FC-C80F-4813-A4D9-0FB21DBC5C12","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"92329f1cb9f7975453b8f73efcc3a13f3be284e5","datavalue":{"value":{"entity-type":"item","numeric-id":588066,"id":"Q588066"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2387456$E7E2D379-0508-498F-819A-8FE14D58065F","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"8d3c102b5b56d5cea4c8f850db3444fbb0a19fba","datavalue":{"value":"60G35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2387456$1846B91B-6564-4A8C-A2CE-22AE68F036B2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"19887720c9f9a189dd61bc85aa051ea9f0a2325d","datavalue":{"value":"93E11","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2387456$A99B2A37-F176-4FA2-AF39-D3B9C0483BC3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5324c54a5b1cbe1a80cf6fd5ed624d38a1676138","datavalue":{"value":"60J27","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2387456$1152D7DA-4EF8-4B9F-BA16-1D721D016D21","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"da09a36b3cd55a8c4008bfc1571e995d63777860","datavalue":{"value":"62M20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2387456$8EAE9DF7-CB62-40FE-935E-4EBA7F8E9E9C","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"e173252f8fc2dfc5ce385cbaf108f5e0c4e6c51f","datavalue":{"value":"2201796","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2387456$00518AE6-504A-46A2-9ECB-7383E7B64BA3","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f1cad7a5057e7c9165ac29f07a2728e838a68a45","datavalue":{"value":"state-space models","type":"string"},"datatype":"string"},"type":"statement","id":"Q2387456$1A9054DB-38BD-4B7E-AD41-1ABB817AF58A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d4d98f1c4e1030c78ed2caee2f0dd1ff315ef6a9","datavalue":{"value":"nonlinear filtering","type":"string"},"datatype":"string"},"type":"statement","id":"Q2387456$E68312C0-3F57-4EFE-AC79-2EAF4CF8A153","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"192812090e7a45c49fa7990820a85d01cf2a8bab","datavalue":{"value":"projective metric","type":"string"},"datatype":"string"},"type":"statement","id":"Q2387456$DDC6038D-B25A-44CE-AC49-F2E7041A9EB3","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2387456$A8F6C53F-7640-4075-897B-871E00AA95BA","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ab34168096b6c8419568584aeac2789f0f8d31c8","datavalue":{"value":"https://doi.org/10.1016/j.spa.2005.03.005","type":"string"},"datatype":"url"},"type":"statement","id":"Q2387456$062C0DB6-256E-465A-B8BC-DDE59D031693","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"cad2de83ca2abed8f686202fe00bc73d21e83610","datavalue":{"value":"W2089048182","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2387456$D6212EE6-E9DB-4655-ADFF-565F233E1666","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"8bdeb6c98e4395cb5f6c1715d3d31ce26c42e3c7","datavalue":{"value":{"entity-type":"item","numeric-id":1262282,"id":"Q1262282"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2387456$6109593E-D977-4DDC-8556-654707C18786","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4a570229afd6a83f4c71228f47ef7ad139dbc7ee","datavalue":{"value":{"entity-type":"item","numeric-id":1375395,"id":"Q1375395"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2387456$5309FE2F-31FB-4979-9B32-E2BBBC7692D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b8a39a52df1a7c4b400f14633c7d1e3e147cf921","datavalue":{"value":{"entity-type":"item","numeric-id":5937481,"id":"Q5937481"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2387456$946E32AD-8B5C-4B33-9339-FC4906AE57C2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3efda78b0ecc308d15148dbbcf64302efeed2c45","datavalue":{"value":{"entity-type":"item","numeric-id":5949611,"id":"Q5949611"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2387456$33283DEE-6789-4BD9-9F50-DF30D96DB2FE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b8c4155a46ae8854f0663e25837e7cfee535cb51","datavalue":{"value":{"entity-type":"item","numeric-id":1766135,"id":"Q1766135"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2387456$72FCB593-653E-46AE-9877-942581E647AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d211852aacf7056e22d3cf3db40de0226e7356c7","datavalue":{"value":{"entity-type":"item","numeric-id":1975240,"id":"Q1975240"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2387456$A25AD395-8F1F-4D45-81B2-522C1359CA03","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"047465f9d9bb020615cc884f1d4e3a0a2b3ae639","datavalue":{"value":{"entity-type":"item","numeric-id":1431554,"id":"Q1431554"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2387456$47566325-2AD8-48F2-9F4A-CF857E7A04A9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0554f3dccbfc464e5a97829a436da1550d935054","datavalue":{"value":{"entity-type":"item","numeric-id":689061,"id":"Q689061"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2387456$76883C5F-DE62-489C-BBB1-C348CBC0EC40","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"25fa44f4d47e85281ce246db6981574fa4984bc9","datavalue":{"value":{"entity-type":"item","numeric-id":4335417,"id":"Q4335417"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2387456$687F5024-5E2E-43D4-A0A9-CCB6BDF3EC8A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f950d071d361a3a6575c092afdc4ddee3c27518e","datavalue":{"value":{"entity-type":"item","numeric-id":2387456,"id":"Q2387456"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2387456$C858CE63-31D5-47BC-86AA-F6541E200AC7","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"30c077ed284537fdc1073f589a7d1c55110ea240","datavalue":{"value":"10.1016/J.SPA.2005.03.005","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2387456$F9FA2C2F-6568-4D01-8B87-F6E92B7EEB40","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5d686730bbc140590b87a4b214c2d5bd596faaa1","datavalue":{"value":{"entity-type":"item","numeric-id":1975240,"id":"Q1975240"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"06525123f33b25cd0266af9a2e972a4ea8c779d8","datavalue":{"value":{"amount":"+0.7980493307113647","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2387456$6FE13170-FD6A-4C11-B60A-9511690C048F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"25054c6eb7ac4ce25a13750d6815d5438f78e638","datavalue":{"value":{"entity-type":"item","numeric-id":1039093,"id":"Q1039093"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f44936929d0cabd54a5e159e8e2fef89f1e21220","datavalue":{"value":{"amount":"+0.7912644147872925","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2387456$7716F933-CAAF-4C75-8A8B-608FAEA2D2B2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"625200e71cd41c716e3f6445da2f6a77ed279dbf","datavalue":{"value":{"entity-type":"item","numeric-id":2724252,"id":"Q2724252"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a3654dd7fc5a97f564642bb69880a221b523b753","datavalue":{"value":{"amount":"+0.7617055773735046","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2387456$4EB0A71E-C724-4356-A3E7-01EC704E327A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"adbd63158bf5ebc8e81cda1404d490fa8777ae62","datavalue":{"value":{"entity-type":"item","numeric-id":2186650,"id":"Q2186650"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a45085962c2bc68f606b544cf8ccabe4ba1ddece","datavalue":{"value":{"amount":"+0.7546603679656982","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2387456$812B25D4-428C-4FAC-B097-4ABE40C634D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2ce5f37519113af5a20b0b54a39e1a19353a6e34","datavalue":{"value":{"entity-type":"item","numeric-id":4238698,"id":"Q4238698"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"99029bbad0e6798507b3b368f83071c8015a93b9","datavalue":{"value":{"amount":"+0.7436325550079346","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2387456$B4BE50B0-424D-4EBB-8C07-3173CA7292D7","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2387456","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2387456"}}}}}