Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval

DOI10.1137/S0363012997328178zbMath0934.93064OpenAlexW1986256631MaRDI QIDQ4699155

Harold J. Kushner, Amarjit Budhiraja

Publication date: 23 November 1999

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

Full work available at URL: https://doi.org/10.1137/s0363012997328178

zbMATH Keywords

nonlinear filtersoccupation measuresinfinite time filteringapproximations to nonlinear filterspathwise average error criteria

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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