Parameter estimation and asymptotic stability in stochastic filtering

DOI10.1016/j.spa.2006.01.002zbMath1097.62093OpenAlexW2076074344MaRDI QIDQ2507670

Anastasia Papavasiliou

Publication date: 5 October 2006

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

Full work available at URL: https://doi.org/10.1016/j.spa.2006.01.002

zbMATH Keywords

asymptotic stabilitynonlinear filteringconsistency of Bayesian estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Signal detection and filtering (aspects of stochastic processes) (60G35) Asymptotic stability in control theory (93D20)

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