Asymptotic a priori estimates for the error in the nonlinear filtering problem (Corresp.)

DOI10.1109/TIT.1982.1056460zbMath0497.60036OpenAlexW2119830584MaRDI QIDQ3962249

Ben Zion Bobrovsky, Moshe Zakai

Publication date: 1982

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1982.1056460

zbMATH Keywords

nonlinear filtering problemasymptotic behaviour of filtering error

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items

On the optimal filtering problem for the cubic sensor ⋮ Estimation of anthracnose dynamics by nonlinear filtering ⋮ A bound approach to asymptotic optimality in non-linear filtering of diffusion processes ⋮ Robust parameter estimation for stochastic differential equations ⋮ The stability of conditional Markov processes and Markov chains in random environments