A note on the memory length of optimal nonlinear filters
type: Item
instance of: scholarly article
title: A note on the memory length of optimal nonlinear filters
zbMATH Open document ID: 0909.93067
DOI: 10.1016/S0167-6911(98)00045-0
author: Rami Atar
author: Ofer Zeitouni
published in: Systems \& Control Letters
publication date: 1999-01-12T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93C10
zbMATH DE Number: 1238673
zbMATH Keywords: nonlinear filtering
zbMATH Keywords: diffusion processes
zbMATH Keywords: memory length
zbMATH Keywords: asymptotically optimal filters
MaRDI profile type: Publication
cites work: Lyapunov Exponents for Finite State Nonlinear Filtering
cites work: Exponential stability for nonlinear filtering
cites work: Q4391441
cites work: Asymptotic Bayesian estimation of a first order equation with small diffusion
cites work: Q5657974
cites work: Q3795588
cites work: Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition
cites work: Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio
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description: scientific article; zbMATH DE number 1238673