Intrinsic methods in filter stability

MaRDI QIDQ3015748zbMATH OpenFDO

Authors Ramon van Handel, Pavel Chigansky, R. Liptser

Publication date 13 July 2011

zbMATH Keywords

filter stabilityconditional expectationfiltering recursionintrinsic methods

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic stability in control theory (93E15)

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