Stability of the filter equation for a time-dependent signal on R^d
DOI10.1007/S00245-005-0820-7zbMATH Open1101.93075OpenAlexW2081403865MaRDI QIDQ814937FDOQ814937
Authors: Wilhelm Stannat 
Publication date: 8 February 2006
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-005-0820-7
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Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Stochastic stability in control theory (93E15)
Cited In (12)
- Stability of the optimal filter via pointwise gradient estimates
- On discrete time ergodic filters with wrong initial data
- Asymptotic behavior of the forecast-assimilation process with unstable dynamics
- On ergodic filters with wrong initial data
- Stability of the optimal filter for nonergodic signals -- a variational approach
- Stability of the optimal filter in continuous time: beyond the Beneš filter
- Time Dependent Phase Space Filters
- A note on exponential stability of the nonlinear filter for denumerable Markov chains
- McKean--Vlasov SDEs in Nonlinear Filtering
- Robustness to incorrect priors and controlled filter stability in partially observed stochastic control
- Stability of the discrete time filter in terms of the tails of noise distributions
- Uniform observability of hidden Markov models and filter stability for unstable signals
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