Continuity of the Filter with Unbounded Observation Coefficients
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Publication:5198939
DOI10.1080/07362994.2011.581087zbMath1231.60035MaRDI QIDQ5198939
Patrick Florchinger, Giovanna Nappo
Publication date: 10 August 2011
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2011.581087
93E11: Filtering in stochastic control theory
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G35: Signal detection and filtering (aspects of stochastic processes)
60G57: Random measures
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Cites Work
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- Robust filtering for correlated multidimensional observations
- Zakai equation of nonlinear filtering with unbounded coefficients. The case of dependent noises
- Robustesse de la solution des problemes de filtrage avec bruit blanc independant†
- Continuité par rapport a la trajectoire de l'observation du filtre assoclé a des systemes corrélés a coefficients de l'observation non bornés