Stability of the filter equation for a time-dependent signal on \(\mathbb R^{d}\)

DOI10.1007/s00245-005-0820-7zbMath1101.93075OpenAlexW2081403865MaRDI QIDQ814937

Wilhelm Stannat

Publication date: 8 February 2006

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-005-0820-7

zbMATH Keywords

stabilitylog-concavityoptimal filtertime dependent nonlinear signal

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic stability in control theory (93E15) Diffusion processes (60J60)

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