Exponential stability of discrete-time filters for bounded observation noise (Q1391524): Difference between revisions

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+Decay of correlations
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+Discrete-time filtering for linear systems with non-Gaussian initial conditions: asymptotic behavior of the difference between the MMSE and LMSE estimates
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+Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition
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+Invariant measures of the pair: state, approximate filtering process
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