Stable Approximation Schemes for Optimal Filters

DOI10.1137/19M1255410zbMath1441.93310arXiv1809.00301OpenAlexW3013089755MaRDI QIDQ4960998

A. López-Yela, Joaquín Míguez, Dan Crisan

Publication date: 24 April 2020

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.00301

zbMATH Keywords

stability analysisstate space modelsoptimal filterstruncated filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic stability in control theory (93E15)

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Uses Software

• EnKF

Cites Work

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