scientific article; zbMATH DE number 17496

MaRDI QIDQ3974818zbMATH OpenFDO

Authors Bernard Deylon, Ofer Zeitouni

Publication date 26 June 1992

zbMATH Keywords

conditional densitynonlinear filtering

Mathematics Subject Classification ID

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

Recommendations

• Lyapunov Exponents for Finite State Nonlinear Filtering
• scientific article; zbMATH DE number 19540
• scientific article; zbMATH DE number 4061121
• Exponential stability for nonlinear filtering
• Long Time Behavior for Some Dynamical Noise Free Nonlinear Filtering Problems

Cited in

(10)

• Stability of the nonlinear filter for slowly switching Markov chains
• Exponential stability for nonlinear filtering of diffusion processes in a noncompact domain
• Microstructure models with short-term inertia and stochastic volatility
• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions
• An ergodic theorem for filtering with applications to stability
• Observability and nonlinear filtering
• Exponential stability of discrete-time filters for bounded observation noise
• Stability of the filter with Poisson observations
• Exponential stability in discrete-time filtering for non-ergodic signal.

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 Q3974818)