Asymptotic Stability of the optimal filter for non-ergodic signals

DOI10.1016/j.spa.2006.01.002zbMath1097.62093arXivmath/0210031MaRDI QIDQ6472159

Anastasia Papavasiliou

Publication date: 2 October 2002

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Signal detection and filtering (aspects of stochastic processes) (60G35) Asymptotic stability in control theory (93D20)

This page was built for publication: Asymptotic Stability of the optimal filter for non-ergodic signals