Asymptotic stability of beneš filters
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Publication:4705838
DOI10.1080/07362999908809648zbMath0945.60032OpenAlexW2067322825WikidataQ56503231 ScholiaQ56503231MaRDI QIDQ4705838
Publication date: 3 October 2000
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999908809648
Related Items
Exponential stability in discrete-time filtering for non-ergodic signal., Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem, Ergodic properties of the nonlinear filter., Stability of the optimal filter in continuous time: beyond the Beneš filter, Stability of non-linear filter for deterministic dynamics, On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions, Exponential stability for nonlinear filtering of diffusion processes in a noncompact domain
Cites Work
- On the non-existence of stationary diffusions which satisfy the Benes condition
- Exponential stability for nonlinear filtering of diffusion processes in a noncompact domain
- Exponential stability for nonlinear filtering
- Exponential stability of discrete-time filters for bounded observation noise
- A conditionally almost linear filtering problem with non-gaussian initial condition∗
- Exact finite-dimensional filters for certain diffusions with nonlinear drift
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