Invariant measures of the pair: state, approximate filtering process

Ł. Stettner

Colloquium Mathematicae (1991)

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

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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

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  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. 

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