Approximation approach for nonlinear filtering problem with time dependent noises. II. Stable nonlinear filters
S. Hoang, Rémy Baraille, Olivier Talagrand, Nguyen Thuc Loan, P. De Mey (1997)
Kybernetika
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Displaying similar documents to “Discrete time nonlinear filters with informative observations are stable.”
Approximation approach for nonlinear filtering problem with time dependent noises. II. Stable nonlinear filters
Performance and stochastic stability of the adaptive fading extended Kalman filter with the matrix forgetting factor
Cenker Biçer, Levent Özbek, Hasan Erbay (2016)
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In this paper, the stability of the adaptive fading extended Kalman filter with the matrix forgetting factor when applied to the state estimation problem with noise terms in the non–linear discrete–time stochastic systems has been analysed. The analysis is conducted in a similar manner to the standard extended Kalman filter’s stability analysis based on stochastic framework. The theoretical results show that under certain conditions on the initial estimation error and the noise terms,...
A unified approach to multivariable discrete-time filtering based on the Wiener theory
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Ludvík Prouza (1966)
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Electronic Journal of Probability [electronic only]
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On generalized linear discrete inversion filters
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