Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition

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Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters
Exponential stability in discrete-time filtering for non-ergodic signal.
Convergence of filters with applications to the Kalman-Bucy case
A partial history of the early development of continuous-time nonlinear stochastic systems theory
Stability of nonlinear filters in nonmixing case
Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals
On discrete time ergodic filters with wrong initial data
Exponential asymptotic stability of time-varying inverse prediction error filters
Forgetting the initial distribution for hidden Markov models
Microstructure models with short-term inertia and stochastic volatility
THE STABILITY OF QUANTUM MARKOV FILTERS
Practical stability of approximating discrete-time filters with respect to model mismatch
Controlled interacting particle algorithms for simulation-based reinforcement learning
Exponential filter stability via Dobrushin's coefficient
Asymptotic stability of the optimal filter for random chaotic maps
A note on the memory length of optimal nonlinear filters
Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals
Long-time stability and accuracy of the ensemble Kalman-Bucy filter for fully observed processes and small measurement noise
On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions
On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering
Ergodicity and stability of the conditional distributions of nondegenerate Markov chains
A note on exponential stability of the nonlinear filter for denumerable Markov chains
On the stability of positive semigroups
scientific article; zbMATH DE number 1766614 (Why is no real title available?)
Parameter estimation and asymptotic stability in stochastic filtering
Comparing frequency domain, optimal, and asymptotic filtering: a tutorial
On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters
A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals.
Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models
On a role of predictor in the filtering stability
Optimal structurally partitioned filter for undisturbable stochastic systems Part II. Stability and its asymptotic behaviour
On the anticipative nonlinear filtering problem and its stability
On the stability of Kalman-Bucy diffusion processes
The stability of conditional Markov processes and Markov chains in random environments
Observability and nonlinear filtering
Stability with respect to initial conditions in \(V\)-norm for nonlinear filters with ergodic observations
Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter.
Ergodic properties of the nonlinear filter.
On the stability of the Kalman–Bucy filter with stationary time varying parameters
The mean-field ensemble Kalman filter: near-Gaussian setting
A bound approach to asymptotic optimality in non-linear filtering of diffusion processes
Stability of non-linear filter for deterministic dynamics
A filter with a guaranteed asymptotic performance
Asymptotic stability of optimal filters
Asymptotic properties of linear filter for deterministic processes
Analysis of error propagation in particle filters with approximation
Stability of linear set-membership filters with respect to initial conditions: an observation-information perspective
Forgetting of the initial distribution for nonergodic hidden Markov chains
Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering
Asymptotic Optimality of Approximate Filters in Stochastic Systems with Colored Noises
On asymptotic stability of quantum trajectories and their Cesaro mean
Ergodicity of hidden Markov models
Uniform observability of hidden Markov models and filter stability for unstable signals
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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