Large deviation principle in discrete time nonlinear filtering

DOI10.1137/23M1589979MaRDI QIDQ6652396

Sumith Reddy Anugu

Publication date: 12 December 2024

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

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Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Large deviations (60F10)

Cites Work

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