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Publication:2707622
zbMath1129.93535MaRDI QIDQ2707622
Harold J. Kushner, Amarjit Budhiraja
Publication date: 2000
Full work available at URL: http://www.dam.brown.edu/lcds/publications/fulltext/1999-010.pdf
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nonlinear filtersnumerical approximations to nonlinear filtersrandom sampling algorithmsrobustness of filters, infinite time filtering
Filtering in stochastic control theory (93E11) Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35)
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A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ Ergodicity and stability of the conditional distributions of nondegenerate Markov chains ⋮ Ergodic properties of the nonlinear filter. ⋮ The stability of conditional Markov processes and Markov chains in random environments ⋮ Uniform time average consistency of Monte Carlo particle filters ⋮ Ergodicity of hidden Markov models
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