Markov Property and Ergodicity of the Nonlinear Filter

DOI10.1137/S0363012999357707zbMath0970.60047MaRDI QIDQ2719135

Abhay G. Bhatt, Rajeeva L. Karandikar, Amarjit Budhiraja

Publication date: 21 June 2001

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

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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