Exponential decay rate of the Filter's dependence on the initial distribution (Q3015747)
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scientific article; zbMATH DE number 5919858
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| English | Exponential decay rate of the Filter's dependence on the initial distribution |
scientific article; zbMATH DE number 5919858 |
Statements
13 July 2011
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stability of the nonlinear filter
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transition law
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Markov process
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multiplicative ergodic theory (MET)
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positive operators
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0.8670621514320374
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0.8670621514320374
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0.8024007678031921
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0.7987120151519775
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0.7926095724105835
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