scientific article; zbMATH DE number 4211184

MaRDI QIDQ3357992zbMATH OpenFDO

Authors Hiroshi Kunita

Publication date 1991

zbMATH Keywords

almost sure convergenceapproximate filtersconvergence of discrete-time filtersKallianpur-Striebel formulanonlinear filteringstability for discrete-time systemsstability of non-linear optimal filterstime-discretization of filters

Mathematics Subject Classification ID

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

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Cited in

(28)

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• Exponential stability for nonlinear filtering of diffusion processes in a noncompact domain
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• Stable approximation schemes for optimal filters
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• Stability analysis of adaptive filters with regression vector nonlinearities
• Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations
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• Nonlinear filtering of continuous systems: foundational problems and new results
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