Asymptotic stability of beneš filters (Q4705838): Difference between revisions

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-Daniel L. Ocone
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+https://doi.org/10.1080/07362999908809648
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+W2067322825
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+Exponential stability for nonlinear filtering
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+Exact finite-dimensional filters for certain diffusions with nonlinear drift
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+Q3997311
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+A conditionally almost linear filtering problem with non-gaussian initial condition<sup>∗</sup>
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+Q3976842
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@@ Property / cites work @@
+On the non-existence of stationary diffusions which satisfy the Benes condition
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@@ Property / cites work @@
+Exponential stability of discrete-time filters for bounded observation noise
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+Exponential stability for nonlinear filtering of diffusion processes in a noncompact domain
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+Approximate and limit results for nonlinear filters with small observation noise: the linear sensor and constant diffusion coefficient case
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+Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals
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+Recursive filtering algorithms for systems with piecewise-linear nonlinearities
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+A direct computation of the bene[sbreve] filter conditional density
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+Filtering formulae for partially observed linear systems with non-gaussian initial conditions
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