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zbMath0732.60052MaRDI QIDQ3357992

Hiroshi Kunita

Publication date: 1991

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

nonlinear filtering almost sure convergence Kallianpur-Striebel formula approximate filters convergence of discrete-time filters stability for discrete-time systems stability of non-linear optimal filters time-discretization of filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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