On invariant measures of discrete time filters in the correlated signal-noise case
type: Item
instance of: scholarly article
title: On invariant measures of discrete time filters in the correlated signal-noise case
zbMATH Open document ID: 1012.60044
author: Amarjit Budhiraja
published in: The Annals of Applied Probability
publication date: 2003-05-06T00:00:00Z
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60J05
zbMATH DE Number: 1906160
zbMATH Keywords: nonlinear filtering
zbMATH Keywords: invariant measures
zbMATH Keywords: asymptotic stability
zbMATH Keywords: measure valued processes
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1031863182
OpenAlex ID: W2061113037
DOI: 10.1214/AOAP/1031863182
description: scientific article; zbMATH DE number 1906160