Ergodic properties of the nonlinear filter.

DOI10.1016/S0304-4149(01)00090-4zbMath1059.60054OpenAlexW2011329357MaRDI QIDQ1765991

Amarjit Budhiraja

Publication date: 25 February 2005

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

Full work available at URL: https://doi.org/10.1016/s0304-4149(01)00090-4

zbMATH Keywords

asymptotic stabilityinvariant measuresnonlinear filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Transition functions, generators and resolvents (60J35)

Related Items (3)

Lyapunov-based adaptive state estimation for a class of nonlinear stochastic systems ⋮ Practical stability of approximating discrete-time filters with respect to model mismatch ⋮ Ergodicity of hidden Markov models

Cites Work

• Spatial stochastic processes. A Festschrift in honor of Ted Harris on his seventieth birthday
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• Robustness of Nonlinear Filters Over the Infinite Time Interval
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• Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms
• Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval
• Asymptotic stability of beneš filters
• On the stability of measure valued processes with applications to filtering
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