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

Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters (Q1431554)

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scientific article; zbMATH DE number 2072697
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Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters
scientific article; zbMATH DE number 2072697

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    Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters (English)
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    10 June 2004
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    hidden Markov model
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    nonlinear filter
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    particle filter
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    stability of the optimal filter
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    mixing
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    regularizing kernel
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    Hilbert projective metric
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