Discrete time nonlinear filters with informative observations are stable.

Van Handel, Ramon. "Discrete time nonlinear filters with informative observations are stable.." Electronic Communications in Probability [electronic only] 13 (2008): 562-575. <http://eudml.org/doc/232344>.

@article{VanHandel2008,
author = {Van Handel, Ramon},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {nonlinear filtering; prediction; asymptotic stability; hidden Markov models},
language = {eng},
pages = {562-575},
publisher = {University of Washington},
title = {Discrete time nonlinear filters with informative observations are stable.},
url = {http://eudml.org/doc/232344},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Van Handel, Ramon
TI - Discrete time nonlinear filters with informative observations are stable.
JO - Electronic Communications in Probability [electronic only]
PY - 2008
PB - University of Washington
VL - 13
SP - 562
EP - 575
LA - eng
KW - nonlinear filtering; prediction; asymptotic stability; hidden Markov models
UR - http://eudml.org/doc/232344
ER -