Robustness of Nonlinear Filters Over the Infinite Time Interval

DOI10.1137/S0363012997318481zbMath0915.93063OpenAlexW2043909797MaRDI QIDQ4210181

Harold J. Kushner, Amarjit Budhiraja

Publication date: 21 September 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012997318481

zbMATH Keywords

asymptotic stabilitynonlinear filteringinsensitivityinitial conditionmodel robustnessHilbert metricBirkhoff's contraction coefficientinitial law

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

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