Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter.

zbMath1160.60318MaRDI QIDQ1413098

Amarjit Budhiraja

Publication date: 16 November 2003

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2003__39_6_919_0

zbMATH Keywords

Asymptotic stabilityNonlinear filteringInvariant measuresMeasure valued processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Continuous-time Markov processes on general state spaces (60J25) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic stability in control theory (93E15)

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