Exponential stability for nonlinear filtering
Annales de l'I.H.P. Probabilités et statistiques (1997)
- Volume: 33, Issue: 6, page 697-725
- ISSN: 0246-0203
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topAtar, 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
top- Benjamin Favetto, On the asymptotic variance in the central limit theorem for particle filters
- Pierre Del Moral, Laurent Miclo, Branching and interacting particle systems. Approximations of Feynman-Kac formulae with applications to non-linear filtering
- Pierre Del Moral, Alice Guionnet, On the stability of interacting processes with applications to filtering and genetic algorithms
- Benjamin Favetto, On the asymptotic variance in the central limit theorem for particle filters
- A. Budhiraja, Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter
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