Lyapunov Exponents for Finite State Nonlinear Filtering (Q3128447)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 1000464
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Lyapunov Exponents for Finite State Nonlinear Filtering |
scientific article; zbMATH DE number 1000464 |
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
0.8104063272476196
0 references
