Continuity of the Filter with Unbounded Observation Coefficients

DOI10.1080/07362994.2011.581087zbMath1231.60035OpenAlexW2063969087MaRDI 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

zbMATH Keywords

nonlinear filteringBayes formulapathwise continuityunbounded observation coefficient

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Random measures (60G57)

Related Items (1)

Robust filtering: correlated noise and multidimensional observation

Cites Work

• 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
• Unnamed Item

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