Exponential filter stability via Dobrushin's coefficient

DOI10.1214/20-ECP333zbMath1468.60051arXiv1910.08463OpenAlexW3047409223WikidataQ115517705 ScholiaQ115517705MaRDI QIDQ2201531

Serdar Yüksel, Curtis McDonald

Publication date: 29 September 2020

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.08463

zbMATH Keywords

geometric convergencenon-linear filteringfilter stabilityDobrushin coefficient

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time Markov processes on general state spaces (60J05) Signal detection and filtering (aspects of stochastic processes) (60G35) Asymptotic stability in control theory (93D20)

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