Stability of nonlinear filters in nonmixing case

DOI10.1214/105051604000000873zbMath1065.93034arXivmath/0304056OpenAlexW3105388688MaRDI QIDQ1769423

Pavel Chigansky, Robert Sh. Liptser

Publication date: 21 March 2005

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0304056

zbMATH Keywords

stabilitynonlinear filteringergodic Markov chainmixing condition

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic stability in control theory (93E15) Multiplicative functionals and Markov processes (60J57)

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