scientific article; zbMATH DE number 4120094

MaRDI QIDQ4733804zbMATH OpenFDO

Authors Łukasz Stettner

Publication date 1989

zbMATH Keywords

Invariant measuresfiltering processes

Mathematics Subject Classification ID

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

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Cited in

(22)

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

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