An ergodic theorem for filtering with applications to stability
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Publication:875141
DOI10.1016/j.sysconle.2006.06.001zbMath1157.94324arXivmath/0404515OpenAlexW2021668157MaRDI QIDQ875141
Publication date: 11 April 2007
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0404515
Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (3)
Hypoellipticity and ergodicity of the Wonham filter as a diffusion process ⋮ Stability of the filter with Poisson observations ⋮ Through the looking glass: indirect inference via simple equilibria
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