Exponential stability in discrete-time filtering for non-ergodic signal.

DOI10.1016/S0304-4149(99)00032-0zbMath1056.93065OpenAlexW2095168080WikidataQ127177216 ScholiaQ127177216MaRDI QIDQ1613615

Daniel L. Ocone, Amarjit Budhiraja

Publication date: 29 August 2002

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00032-0

zbMATH Keywords

asymptotic stabilitynonlinear filteringdiscrete filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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