Lyapunov Exponents for Finite State Nonlinear Filtering
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Publication:3128447
DOI10.1137/S0363012994272046zbMath0940.93073MaRDI QIDQ3128447
Publication date: 11 July 2000
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Lyapunov exponentsnonlinear filteringZakai equationstochastic Feynman-Kac formulaergodic Markov processfilter initial conditionssensitivity of the solutionWonham's equation
Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Multiplicative functionals and Markov processes (60J57)
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