On Stability of a Class of Filters for Nonlinear Stochastic Systems
DOI10.1137/19M1285974zbMath1448.37061arXiv1809.05667OpenAlexW3044425249MaRDI QIDQ3300840
Silvère Bonnabel, Simo Särkkä, Toni Karvonen, Eric Moulines
Publication date: 30 July 2020
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.05667
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Signal detection and filtering (aspects of stochastic processes) (60G35) Asymptotic stability in control theory (93D20) Observability (93B07) Stochastic stability in control theory (93E15) Dynamical systems in control (37N35) Stability theory for random and stochastic dynamical systems (37H30)
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