Invariant measures of the pair: state, approximate filtering process

Ł. Stettner

Colloquium Mathematicae (1991)

  • Volume: 62, Issue: 2, page 347-351
  • ISSN: 0010-1354

How to cite

top

Stettner, Ł.. "Invariant measures of the pair: state, approximate filtering process." Colloquium Mathematicae 62.2 (1991): 347-351. <http://eudml.org/doc/210122>.

@article{Stettner1991,
author = {Stettner, Ł.},
journal = {Colloquium Mathematicae},
keywords = {approximating filter; discrete time filtering; invariant measure},
language = {eng},
number = {2},
pages = {347-351},
title = {Invariant measures of the pair: state, approximate filtering process},
url = {http://eudml.org/doc/210122},
volume = {62},
year = {1991},
}

TY - JOUR
AU - Stettner, Ł.
TI - Invariant measures of the pair: state, approximate filtering process
JO - Colloquium Mathematicae
PY - 1991
VL - 62
IS - 2
SP - 347
EP - 351
LA - eng
KW - approximating filter; discrete time filtering; invariant measure
UR - http://eudml.org/doc/210122
ER -

References

top
  1. [1] J. Dugundji and A. Granas, Fixed Point Theory, Vol. I, PWN, Warszawa 1982. 
  2. [2] H. Kunita, Asymptotic behavior of the nonlinear filtering errors of Markov processes, J. Multivariate Anal. 1 (1971), 365-393. Zbl0245.93027
  3. [3] H. Kushner and H. Huang, Approximate and limit results for nonlinear filters with wide band-width observation noise, LCDS Report 84-36, Brown University, 1984. 
  4. [4] R. Sikorski, Advanced Calculus. Functions of Several Variables, PWN, Warszawa 1969. Zbl0182.37901
  5. [5] A. V. Skorokhod, Asymptotic Methods of the Theory of Stochastic Differential Equations, Naukova Dumka, Kiev 1987 (in Russian). Zbl0709.60057
  6. [6] Ł. Stettner, On invariant measures of filtering processes, in: Stochastic Differential Systems, Proc. 4th Bad Honnef Conf., 1988, Lecture Notes in Control and Inform. Sci. 126, Springer, 1989, 279-292. 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.