Exponential Stability for Nonlinear Filtering (1996)

Cached

Download Links

by Rami Atar , Ofer Zeitouni
Citations:41 - 1 self

Documents Related by Co-Citation

35 Asymptotic stability of the optimal filter with respect to its initial condition – D Ocone, E Pardoux - 1996
25 Lyapunov Exponents for Finite State Nonlinear Filtering – Rami Atar, Ofer Zeitouni - 1995
35 Asymptotic behavior of the nonlinear filtering errors of Markov processes – H Kunita - 1971
35 On the stability of interacting processes with applications to filtering and genetic algorithms – P Del Moral, A Guionnet
12 Exponential Stability in Discrete Time Filtering for Non-Ergodic Signals – A. Budhiraja, D. Ocone - 1999
21 Exponential stability in discrete-time filtering for non-ergodic signals. Stochastic Process – A Budhiraja, D Ocone - 1999
36 Stability and Uniform Approximation of Nonlinear Filters Using the Hilbert Metric, and Application to Particle Filters – François LeGland, Nadia Oudjane, Irisa Inria Rennes, Edf R, D Clamart - 2002
23 Asymptotic stability of the Wonham filter: ergodic and nonergodic signals – Peter Baxendale, Pavel Chigansky, Robert Liptser
16 Approximation and Limit Results for Nonlinear Filters over an Infinite Time Interval: Part II, Random Sampling Algorithms – Amarjit Budhiraja, Harold J. Kushner
13 Lyapunov exponents for filtering problem. Applied Stochastic Analysis, eds – B Delyon, O Zeitouni - 1991
27 Exponential Forgetting and Geometric Ergodicity in Hidden Markov Models – Francois LeGland, Laurent Mevel
752 Novel approach to nonlinear/non-gaussian bayesian state estimation – N J Gordon, D J Salmond, A F M Smith - 1993
15 Relative entropy and error bounds for filtering of Markov processes – J M C Clark, D L Ocone, C Coumarbatch - 1999
24 A limit theorem for partially observed markov chains – T Kaijser - 1975
14 Geometric Ergodicity in Hidden Markov Models – Francois Le Gland, Francois Le Gland, Laurent Mevel, Laurent Mevel, Projet Sigma (oe - 1996
13 On invariant measures of filtering processes – ̷L Stettner - 1989
24 A Robustification Approach to Stability and to Uniform Particle Approximation of Nonlinear Filters: The Example of Pseudo-Mixing Signals – François LeGland, Nadia Oudjane - 2002
14 Robustness of Nonlinear Filters over the Infinite Time Interval – Amarjit Budhiraja, Harold J. Kushner - 1997
7 Invariant measures of the pair: state, approximate filtering process – L Stettner - 1991