scientific article
From MaRDI portal
Publication:3976842
zbMath0742.60062MaRDI QIDQ3976842
Publication date: 26 June 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
weak convergenceBrownian motiontransition probabilitiesinvariant probabilityStratonovich's stochastic differential equation
Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic analysis (60H99)
Related Items
Exponential stability in discrete-time filtering for non-ergodic signal., Exponential stability of discrete-time filters for bounded observation noise, Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement, Ergodicity and stability of the conditional distributions of nondegenerate Markov chains, Asymptotic stability of beneš filters, Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering, Ergodicity of hidden Markov models, Robustness of the nonlinear filter
