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Uniform time average consistency of Monte Carlo particle filters (Q1041052)

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Language	Label	Description	Also known as
English	Uniform time average consistency of Monte Carlo particle filters	scientific article

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scholarly article

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Uniform time average consistency of Monte Carlo particle filters (English)

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Ramon van Handel

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Stochastic Processes and their Applications

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publication date

27 November 2009

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full work available at URL

https://arxiv.org/abs/0812.0350

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zbMATH Keywords

nonlinear filter

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uniform convergence

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interacting particles

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bootstrap Monte Carlo filter

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MaRDI profile type

MaRDI publication profile

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Exponential stability for nonlinear filtering

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A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains

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Inference in hidden Markov models.

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On the stability of interacting processes with applications to filtering and genetic algorithms

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Forgetting the initial distribution for hidden Markov models

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Forgetting of the initial distribution for nonergodic hidden Markov chains

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Sequential Monte Carlo Methods in Practice

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On discrete time ergodic filters with wrong initial data

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Recursive Monte Carlo filters: algorithms and theoretical analysis

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Approximate and limit results for nonlinear filters with wide bandwith observation noise

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Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters

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A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals.

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Markov chains and stochastic stability

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Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models

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Asymptotic properties of particle filter-based maximum likelihood estimators for state space models

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Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals

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Convergence Properties of Perturbed Markov Chains

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Weak convergence and empirical processes. With applications to statistics

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Discrete time nonlinear filters with informative observations are stable

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The stability of conditional Markov processes and Markov chains in random environments

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Uniform observability of hidden Markov models and filter stability for unstable signals

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Identifiers

zbMATH Open document ID

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10.1016/j.spa.2009.09.004

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1041052

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