Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter
type: Item
instance of: scholarly article
title: Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter
zbMATH Open document ID: 1055.62102
author: V. Genon-Catalot
author: Mathieu Kessler
published in: Bernoulli
publication date: 2005-02-21T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 2135440
zbMATH Keywords: discrete time observation
zbMATH Keywords: filtering
zbMATH Keywords: hidden Markov models
zbMATH Keywords: multiplicative noise
zbMATH Keywords: stability of the filtering algorithm
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.3150/bj/1093265637
OpenAlex ID: W1972225965
Wikidata QID: Q57718461
cites work: Kalman Filtering with Random Coefficients and Contractions
cites work: On the stability of interacting processes with applications to filtering and genetic algorithms
cites work: A non-linear explicit filter.
cites work: Sufficient conditions for finite dimensionality of filters in discrete time: A Laplace transform-based approach
cites work: Finite dimensional filter systems in discrete time
DOI: 10.3150/BJ/1093265637
description: scientific article; zbMATH DE number 2135440