Concepedia

Exponential stability for nonlinear filtering

Annales de l Institut Henri Poincaré Probabilités et Statistiques · 1997 · 116 citations · 7 references

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Concepts

EngineeringMathematicsDynamical SystemsProbability TheoryStochastic ProcessesDiffusion ProcessesDiscrete-time Stochastic ProcessesMarkov ChainsMarkov ProcessesStability TheoryStochastic StabilityDiscrete-time Markov ChainsDiscrete-time Markov ProcessesExponential StabilityFilter StabilityFiltering TheoryOptimal FilteringStability CriterionStability Of Markov Processes

References

7

Probability Measures on Metric Spaces.

K. R. Parthasarathy · Journal of the American Statistical Association · 1968 · 2.5K citations

Natural Sciences, Mathematics, Probability Theory +12

Extensions of Jentzsch’s theorem

Garrett Birkhoff · Transactions of the American Mathematical Society · 1957 · 328 citations · Full text

Natural Sciences, Mathematics, Brake Systems +9

Asymptotic behavior of the nonlinear filtering errors of Markov processes

Hiroshi Kunita · Journal of Multivariate Analysis · 1971 · 184 citations

Engineering, Mathematics, Probability Theory +11

Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition

Daniel Ocone, Étienne Pardoux · SIAM Journal on Control and Optimization · 1996 · 127 citations

Natural Sciences, Electrical Engineering, Mathematics +17

Lyapunov Exponents for Finite State Nonlinear Filtering

Rami Atar, Ofer Zeitouni · SIAM Journal on Control and Optimization · 1997 · 74 citations

Natural Sciences, Mathematics, Probability Theory +16