Stability of the discrete time filter in terms of the tails of noise distributions

DOI10.1112/jlms/jdn032zbMath1148.93036OpenAlexW2129285368MaRDI QIDQ3531446

Kari Heine, Dan Crisan

Publication date: 31 October 2008

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: http://www.esaim-proc.org/10.1051/proc:071910/pdf

zbMATH Keywords

probability measureparticle filtersstability of discrete time filtersvalued stochastic process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic stability in control theory (93E15)

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