Exponential stability for nonlinear filtering

Rami Atar; Ofer Zeitouni

Annales de l'I.H.P. Probabilités et statistiques (1997)

  • Volume: 33, Issue: 6, page 697-725
  • ISSN: 0246-0203

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Atar, Rami, and Zeitouni, Ofer. "Exponential stability for nonlinear filtering." Annales de l'I.H.P. Probabilités et statistiques 33.6 (1997): 697-725. <http://eudml.org/doc/77587>.

@article{Atar1997,
author = {Atar, Rami, Zeitouni, Ofer},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {nonlinear filtering; nonlinear smoothing; exponential stability; Birkhoff contraction coefficient},
language = {eng},
number = {6},
pages = {697-725},
publisher = {Gauthier-Villars},
title = {Exponential stability for nonlinear filtering},
url = {http://eudml.org/doc/77587},
volume = {33},
year = {1997},
}

TY - JOUR
AU - Atar, Rami
AU - Zeitouni, Ofer
TI - Exponential stability for nonlinear filtering
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1997
PB - Gauthier-Villars
VL - 33
IS - 6
SP - 697
EP - 725
LA - eng
KW - nonlinear filtering; nonlinear smoothing; exponential stability; Birkhoff contraction coefficient
UR - http://eudml.org/doc/77587
ER -

References

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Citations in EuDML Documents

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  1. Benjamin Favetto, On the asymptotic variance in the central limit theorem for particle filters
  2. Pierre Del Moral, Laurent Miclo, Branching and interacting particle systems. Approximations of Feynman-Kac formulae with applications to non-linear filtering
  3. Pierre Del Moral, Alice Guionnet, On the stability of interacting processes with applications to filtering and genetic algorithms
  4. Benjamin Favetto, On the asymptotic variance in the central limit theorem for particle filters
  5. A. Budhiraja, Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter

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