On discrete time ergodic filters with wrong initial data, 2

DOI10.1080/17442500902723559zbMath1327.62479OpenAlexW2087960123MaRDI QIDQ3585321

Alexander Yu. Veretennikov, Marina Kleptsyna

Publication date: 19 August 2010

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500902723559

zbMATH Keywords

non-linear filteringstability of filterswrong initial data

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic stability in control theory (93E15)

Cites Work

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• On discrete time ergodic filters with wrong initial data
• Exponential stability for nonlinear filtering
• Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters
• On ergodic filters with wrong initial data
• Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals

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