Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals
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Cites work
- A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals.
- Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering
- Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition
- Basic properties of the projective product with application to products of column-allowable nonnegative matrices
- Exponential forgetting and geometric ergodicity in hidden Markov models
- Exponential stability for nonlinear filtering
- Exponential stability for nonlinear filtering of diffusion processes in a noncompact domain
- Exponential stability in discrete-time filtering for non-ergodic signal.
- Exponential stability of discrete-time filters for bounded observation noise
- Lyapunov Exponents for Finite State Nonlinear Filtering
- On the stability of interacting processes with applications to filtering and genetic algorithms
- Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters
Cited in
(33)- Forgetting the initial distribution for hidden Markov models
- Uniform time average consistency of Monte Carlo particle filters
- Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters
- Stability of nonlinear filters in nonmixing case
- Forgetting of the initial distribution for nonergodic hidden Markov chains
- Dimension-free Wasserstein contraction of nonlinear filters
- Particle methods for statistical inference and design optimization
- Fluctuations, stability and instability of a distributed particle filter with local exchange
- Uniform observability of hidden Markov models and filter stability for unstable signals
- On robustness of discrete time optimal filters
- Twisted particle filters
- On particle methods for parameter estimation in state-space models
- A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals.
- Stability of the optimal filter for nonergodic signals -- a variational approach
- Stability of the discrete time filter in terms of the tails of noise distributions
- Uniform approximations of discrete-time filters
- Stability properties of some particle filters
- scientific article; zbMATH DE number 1208130 (Why is no real title available?)
- Sequential Monte Carlo Samplers: Error Bounds and Insensitivity to Initial Conditions
- On convergence of recursive Monte Carlo filters in non-compact state spaces
- Stable approximation schemes for optimal filters
- Stability of the optimal filter in continuous time: beyond the Beneš filter
- Stability of the filter with Poisson observations
- Uniform Stability of a Particle Approximation of the Optimal Filter Derivative
- Bias of particle approximations to optimal filter derivative
- On the stability of interacting processes with applications to filtering and genetic algorithms
- On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering
- On the stability of linear feedback particle filter
- Probing robustness of nonlinear filter stability numerically using sinkhorn divergence
- Stability of Feynman-Kac formulae with path-dependent potentials
- On the stability of positive semigroups
- Long-term stability of sequential Monte Carlo methods under verifiable conditions
- On discrete time ergodic filters with wrong initial data
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