Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms

DOI10.1137/S0363012998349935zbMath1031.93148MaRDI QIDQ4507439

Harold J. Kushner, Amarjit Budhiraja

Publication date: 18 October 2000

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

zbMATH Keywords

nonlinear filtersoccupation measuresnumerical approximations to nonlinear filtersrandom sampling algorithmsinfinite-time filteringpathwise average errorsrobustness of filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Sampled-data control/observation systems (93C57)

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