Exponential Stability for Nonlinear Filtering (1996)

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by Rami Atar , Ofer Zeitouni
Citations:53 - 2 self

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Exponential decay rate of the filter’s dependence – Rami Atar - 2009
STABILITY OF NONLINEAR FILTERS: A SURVEY – Pavel Chigansky
7 Robustness of Zakai's equation via Feynman-Kac representations – Rami Atar, Frederi Viens, Ofer Zeitouni - 1997
8 On a role of predictor in the filtering stability – P. Chigansky, R. Liptser
25 Asymptotic stability of the Wonham filter: ergodic and nonergodic signals – Peter Baxendale, Pavel Chigansky, Robert Liptser
3 INTRINSIC METHODS IN FILTER STABILITY – P. Chigansky, R. Liptser, R. Van Handel
18 Robustness of Nonlinear Filters over the Infinite Time Interval – Amarjit Budhiraja, Harold J. Kushner - 1997
4 Asymptotic Stability, Ergodicity and Other Asymptotic Properties of the Nonlinear Filter – A. Budhiraja - 2002
2 AN ERGODIC THEOREM FOR FILTERING WITH APPLICATIONS TO STABILITY – Pavel Chigansky - 2006
2 Ergodic properties of the Nonlinear Filter – A. Budhiraja - 2000
30 A Robustification Approach to Stability and to Uniform Particle Approximation of Nonlinear Filters: The Example of Pseudo-Mixing Signals – François LeGland, Nadia Oudjane - 2002
13 Exponential Stability in Discrete Time Filtering for Non-Ergodic Signals – A. Budhiraja, D. Ocone - 1999
Lyapunov Exponents for Finite State Nonlinear Filtering – Rami Atar Department, Rami Atar, Ofer Zeitouni - 1996
6 Convergence of Empirical Processes for Interacting Particle Systems with Applications to Non-linear Filtering – Del Moral, M. Ledoux - 2000
ON EXPONENTIAL STABILITY OF THE NONLINEAR FILTER FOR SLOWLY SWITCHING MARKOV CHAINS – Pavel Chigansky - 2005
3 Stability of the nonlinear filter for slowly switching Markov chains. Stochastic Process – Pavel Chigansky
1 ON EXPONENTIAL STABILITY OF WONHAM FILTER – P. Chigansky, R. Liptser - 2002
14 R.Liptser, Stability of nonlinear filters in nonmixing – P. Chigansky, R. Liptser
Negative Entropy, Zero temperature and stationary Markov chains on the interval. – A. O. Lopes, J. Mohr, R. R. Souza, Ph. Thieullen, Pronex Sistemas Dinâmicos - 806