scientific article; zbMATH DE number 4211184

MaRDI QIDQ3357992zbMATH OpenFDO

Authors Hiroshi Kunita

Publication date 1991

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)

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• Stability analysis of adaptive filters with regression vector nonlinearities
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• A PROBLEM IN STOCHASTIC AVERAGING OF NONLINEAR FILTERS
• On a role of predictor in the filtering stability
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• Asymptotic error distributions of the Euler method for continuous-time nonlinear filtering
• 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

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