scientific article; zbMATH DE number 4120094

zbMATH Open0683.93082MaRDI QIDQ4733804FDOQ4733804

Authors: Łukasz Stettner 

Publication date: 1989

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Invariant measuresfiltering processes

Mathematics Subject Classification ID

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

Cited In (22)

• Central limit theorem for nonlinear filtering and interacting particle systems
• Weak Feller property of non-linear filters
• Exponential stability in discrete-time filtering for non-ergodic signal.
• Uniform time average consistency of Monte Carlo particle filters
• Filtering of discrete-time systems hidden in discrete-time random measures
• Filtered arithmetic mean measure and its applications
• Ergodicity and stability of the conditional distributions of nondegenerate Markov chains
• Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
• Parameter estimation and asymptotic stability in stochastic filtering
• A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains
• The stability of conditional Markov processes and Markov chains in random environments
• Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering
• Ergodic properties of the nonlinear filter.
• Large deviations for interacting particle systems: Applications to non-linear filtering
• On invariant measures of discrete time filters in the correlated signal-noise case
• An invariant of a filter problem
• On the stability of measure valued processes with applications to filtering
• Robustness of the nonlinear filter
• Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering
• Invariant measures of the pair: state, approximate filtering process
• Exponential stability for nonlinear filtering of diffusion processes in a noncompact domain
• Exponential stability of discrete-time filters for bounded observation noise

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