Exponential stability in discrete-time filtering for non-ergodic signals

Stochastic Processes and their Applications

Volumn 82, Issue 2, 1999, Pages 245-257

  Budhiraja, A ^a   Ocone, D ^b  

^a UNIVERSITY OF NOTRE DAME   (United States)

^b RUTGERS UNIVERSITY   (United States)

Author keywords

Asymptotic stability; Measure valued processes; Nonlinear filtering

Indexed keywords

EID: 0005648615     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00032-0     Document Type: Article

References (16)

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