Geometric Ergodicity and Wasserstein Continuity of Non-Linear Filters

arXiv2307.15764MaRDI QIDQ6445508FDOQ6445508

Authors: Yunus Emre Demirci, Serdar Yüksel 

Publication date: 28 July 2023

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Discrete-time Markov processes on general state spaces (60J05) Stochastic stability in control theory (93E15)

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