scientific article; zbMATH DE number 4026462

MaRDI QIDQ3768096zbMATH OpenFDO

Authors Yoshio Miyahara

Publication date 1988

zbMATH Keywords

continuity properties of the filtering measuressufficient conditions for the stability of the filtering systemsunnormalized filtering measure method

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Filtering in stochastic control theory (93E11)

Recommendations

• scientific article; zbMATH DE number 4211184
• scientific article; zbMATH DE number 4095357
• Une propriete de continuite en filtrage non lineaire
• On the stability of the Kalman–Bucy filter with stationary time varying parameters
• Continuity of the filter with unbounded observation coefficients

Cited in

(9)

• Stability of non-linear filter for deterministic dynamics
• scientific article; zbMATH DE number 5919860 (Why is no real title available?)
• On Stability of a Class of Filters for Nonlinear Stochastic Systems
• scientific article; zbMATH DE number 3844738 (Why is no real title available?)
• scientific article; zbMATH DE number 4211184 (Why is no real title available?)
• Stability of the optimal filter via pointwise gradient estimates
• Continuité par rapport a la trajectoire de l'observation du filtre assoclé a des systemes corrélés a coefficients de l'observation non bornés
• When is a sequence of sufficient \(\sigma\)-algebras a filter system?
• An ergodic theorem for filtering with applications to stability

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3768096)