Robustness of nonlinear filters over the infinite time interval

SIAM Journal on Control and Optimization

Volumn 36, Issue 5, 1998, Pages 1618-1637

  Budhiraja, Amarjit ^a   Kushner, Harold J ^a  

^a BROWN UNIVERSITY   (United States)

Author keywords

Asymptotic stability; Birkhoff's contraction coefficient; Hubert metric; Model robustness; Nonlinear filtering

Indexed keywords

ASYMPTOTIC STABILITY; CONTROL THEORY; ERRORS; MARKOV PROCESSES; MATHEMATICAL MODELS; ROBUSTNESS (CONTROL SYSTEMS); SENSITIVITY ANALYSIS; STOCHASTIC CONTROL SYSTEMS; WHITE NOISE;

BIRKHOFF CONTRACTION COEFFICIENT; HILBERT METRIC; INFINITE TIME INTERVAL;

NONLINEAR FILTERING;

EID: 0032166438     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012997318481     Document Type: Article

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