On invariant measures of discrete time filters in the correlated signal-noise case

DOI10.1214/aoap/1031863182zbMath1012.60044MaRDI QIDQ1872369

Amarjit Budhiraja

Publication date: 6 May 2003

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1031863182

zbMATH Keywords

asymptotic stability; invariant measures; nonlinear filtering; measure valued processes

Mathematics Subject Classification ID

60J05: Discrete-time Markov processes on general state spaces

60G35: Signal detection and filtering (aspects of stochastic processes)

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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