Lyapunov Exponents for Finite State Nonlinear Filtering (Q3128447): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 09:48, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lyapunov Exponents for Finite State Nonlinear Filtering |
scientific article |
Statements
Lyapunov Exponents for Finite State Nonlinear Filtering (English)
0 references
11 July 2000
0 references
Lyapunov exponents
0 references
nonlinear filtering
0 references
Wonham's equation
0 references
ergodic Markov process
0 references
sensitivity of the solution
0 references
filter initial conditions
0 references
Zakai equation
0 references
stochastic Feynman-Kac formula
0 references
