Convergence of nonlinear filters for randomly perturbed dynamical systems
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Publication:1416671
DOI10.1007/S00245-003-0772-8zbMath1030.60030OpenAlexW2097988819MaRDI QIDQ1416671
Andrew J. Heunis, Vladimir M. Lucic
Publication date: 16 December 2003
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-003-0772-8
convergence of the nonlinear filterlimiting nonlinear filterrandomly perturbed dynamical systemrapidly fluctuating ergodic Markov process
Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with continuous parameter (60G44) Random measures (60G57)
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\(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps ⋮ Approximation of the Filter Equation for Multiple Timescale, Correlated, Nonlinear Systems ⋮ Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises ⋮ A PROBLEM IN STOCHASTIC AVERAGING OF NONLINEAR FILTERS
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