Une propriete de continuite en filtrage non lineaire

DOI10.1080/17442508608833416zbMath0615.60039OpenAlexW2041577839MaRDI QIDQ4722938

Mireille Chaleyat-Maurel, Dominique Michel

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833416

zbMATH Keywords

rate of convergencerobustnessnonlinear filter of diffusion processes

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60)

Related Items (5)

Observation sampling and quantisation for continuous-time estimators. ⋮ White noise theory of robust nonlinear filtering with correlated state and observation noises ⋮ A Stroock Varadhan support theorem in non-linear filtering theory ⋮ The approximation of stochastic partial differential equations and applications in nonlinear filtering ⋮ A continuity property for the filter associated to Hilbert-space valued systems

Cites Work

• Unnamed Item
• Robust filtering for correlated multidimensional observations
• Robustesse de la solution des problemes de filtrage avec bruit blanc independant^†

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