On discrete time ergodic filters with wrong initial data
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Cites work
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- Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition
- Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals
- Bounds for the Mixing Rate in the Theory of Stochastic Equations
- Exponential stability for nonlinear filtering
- Exponential stability for nonlinear filtering of diffusion processes in a noncompact domain
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- Exponential stability of discrete-time filters for bounded observation noise
- scientific article; zbMATH DE number 42531 (Why is no real title available?)
- scientific article; zbMATH DE number 635661 (Why is no real title available?)
- scientific article; zbMATH DE number 3388896 (Why is no real title available?)
- On continuous time ergodic filters with wrong initial data
- On ergodic filters with wrong initial data
- On polynomial mixing and convergence rate for stochastic difference and differential equations
- 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
- Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals
- Stability of nonlinear filters in nonmixing case
- Stability of the filter equation for a time-dependent signal on \(\mathbb R^{d}\)
Cited in
(23)- Forgetting the initial distribution for hidden Markov models
- Uniform time average consistency of Monte Carlo particle filters
- Forgetting of the initial distribution for nonergodic hidden Markov chains
- Dimension-free Wasserstein contraction of nonlinear filters
- Exponential forgetting of smoothing distributions for pairwise Markov models
- Exponential filter stability via Dobrushin's coefficient
- Ergodicity and accuracy of optimal particle filters for Bayesian data assimilation
- On ergodic filters with wrong initial data
- On robustness of discrete time optimal filters
- On the stability and the approximation of branching distribution flows, with applications to nonlinear multiple target filtering
- On continuous time ergodic filters with wrong initial data
- On discrete time ergodic filters with wrong initial data, 2
- Stability properties of some particle filters
- Stability with respect to initial conditions in V-norm for nonlinear filters with ergodic observations
- Stable approximation schemes for optimal filters
- Stability of the optimal filter in continuous time: beyond the Beneš filter
- Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models
- On the stability of positive semigroups
- Sequential Monte Carlo smoothing for general state space hidden Markov models
- Another look at partially observed optimal stochastic control: existence, ergodicity, and approximations without belief-reduction
- Exponential stability for a forecast-assimilation process with unstable dynamics
- Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
- Long-term stability of sequential Monte Carlo methods under verifiable conditions
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