scientific article; zbMATH DE number 4211184

zbMATH Open0732.60052MaRDI QIDQ3357992FDOQ3357992

Authors: Hiroshi Kunita 

Publication date: 1991

Title of this publication is not available (Why is that?)

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zbMATH Keywords

almost sure convergencenonlinear filteringKallianpur-Striebel formulaapproximate filtersconvergence of discrete-time filtersstability for discrete-time systemsstability of non-linear optimal filterstime-discretization of filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (21)

• Title not available (Why is that?)
• Stability of the optimal filter via pointwise gradient estimates
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• Practical stability of approximating discrete-time filters with respect to model mismatch
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• Nonlinear filtering of continuous systems: foundational problems and new results
• Stability analysis of adaptive filters with regression vector nonlinearities
• Title not available (Why is that?)
• On stochastic filtering approximations of estimation problems for systems with uncertainty^∗
• Long Time Behavior for Some Dynamical Noise Free Nonlinear Filtering Problems
• Title not available (Why is that?)
• Partial Stability for a Class of Nonlinear Systems
• Title not available (Why is that?)
• A PROBLEM IN STOCHASTIC AVERAGING OF NONLINEAR FILTERS
• On a role of predictor in the filtering stability
• Title not available (Why is that?)
• Stiffness of approximate nonlinear filtering equations
• An ergodic theorem for filtering with applications to stability
• On Stability of a Class of Filters for Nonlinear Stochastic Systems
• Discrete time nonlinear filters with informative observations are stable
• Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters

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