A filtering problem with counting observations:error bounds due to the uncertainty on the infinitesimal parameters

DOI10.1080/17442509708834113MaRDI QIDQ4354629zbMATH OpenOpenAlexFDO

Authors Antonella Calzolari, Giovanna Nappo

Publication date 2 February 1998

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509708834113

zbMATH Keywords

sensitivityrobustnesscounting processfilterjump Markov processcoupling of Markov chains

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35)

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Cited in

(9)

• JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION
• A filtering problem with counting observations: approximation with error bounds
• Heterogeneous population dynamical model: a filtering problem
• A deterministic discretisation-step upper bound for state estimation via Clark transformations
• Controlled Heterogeneous Collection: The Role of Occupation Numbers
• A filtering problem with uncertainty in observation
• Counting observations: A note on state estimation sensitivity with an \(L^1\)-bound
• Robust approximation in a filtering problem with real state space and counting observations
• AN ESTIMATE OF THE APPROXIMATION ERROR IN THE FILTERING OF A DISCRETE JUMP PROCESS

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