On discrete time ergodic filters with wrong initial data
type: Item
instance of: scholarly article
title: On discrete time ergodic filters with wrong initial data
zbMATH Open document ID: 1141.60337
publication date: 2008-06-17T00:00:00Z
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E15
zbMATH DE Number: 5288761
author: Marina Kleptsyna
author: A. Yu. Veretennikov
MaRDI profile type: Publication
full work available at URL: s00440-007-0089-7
OpenAlex ID: W3158244566
cites work: Exponential stability for nonlinear filtering of diffusion processes in a noncompact domain
cites work: Exponential stability for nonlinear filtering
cites work: Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals
cites work: Exponential stability of discrete-time filters for bounded observation noise
cites work: Exponential stability in discrete-time filtering for non-ergodic signal.
cites work: Stability of nonlinear filters in nonmixing case
cites work: On the stability of interacting processes with applications to filtering and genetic algorithms
cites work: Q4303972
cites work: On ergodic filters with wrong initial data
cites work: On Continuous Time Ergodic Filters with Wrong Initial Data
cites work: Q3992446
cites work: Q5657974
cites work: A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals.
cites work: Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters
cites work: Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition
cites work: Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals
cites work: Stability of the filter equation for a time-dependent signal on \(\mathbb R^{d}\)
cites work: Bounds for the Mixing Rate in the Theory of Stochastic Equations
cites work: On polynomial mixing and convergence rate for stochastic difference and differential equations
DOI: 10.1007/S00440-007-0089-7
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 5288761