Exponential stability of discrete-time filters for bounded observation noise

DOI10.1016/S0167-6911(97)00012-1zbMath0901.93066MaRDI QIDQ1391524

Amarjit Budhiraja, Daniel L. Ocone

Publication date: 22 July 1998

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

asymptotic stability; nonlinear filtering; Hilbert metric; Birkhoff's contraction coefficient

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C10: Nonlinear systems in control theory

93E15: Stochastic stability in control theory

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Cites Work

• Decay of correlations
• Discrete-time filtering for linear systems with non-Gaussian initial conditions: asymptotic behavior of the difference between the MMSE and LMSE estimates
• Invariant measures of the pair: state, approximate filtering process
• Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition
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