메뉴 건너뛰기




Volumn 81, Issue 2, 1999, Pages 247-254

Robustness of the nonlinear filter

Author keywords

Nonlinear filtering; Robustness

Indexed keywords


EID: 0033147527     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(98)00106-9     Document Type: Article
Times cited : (21)

References (11)
  • 1
    • 21344437201 scopus 로고
    • Uniqueness and robustness of solution of measure valued equations of nonlinear filtering
    • Bhatt A.G., Kallianpur G., Karandikar R.L. Uniqueness and robustness of solution of measure valued equations of nonlinear filtering. Ann. Probab. 23:1995;1895-1938.
    • (1995) Ann. Probab. , vol.23 , pp. 1895-1938
    • Bhatt, A.G.1    Kallianpur, G.2    Karandikar, R.L.3
  • 2
    • 0009245510 scopus 로고
    • On approximation methods for nonlinear filtering
    • Nonlinear Filtering and Stochastic Control, Springer, Berlin
    • di Masi, G.B., Runggaldier, W.J., 1982. On approximation methods for nonlinear filtering. Nonlinear Filtering and Stochastic Control. Lecture Notes in Mathematics, vol. 972, Springer, Berlin, pp. 249-259.
    • (1982) Lecture Notes in Mathematics , vol.972 , pp. 249-259
    • Di Masi, G.B.1    Runggaldier, W.J.2
  • 4
    • 0026867441 scopus 로고
    • Convergence of filters with applications to the Kalman-Bucy case
    • Goggin E. Convergence of filters with applications to the Kalman-Bucy case. IEEE Trans. Inform. Theory. 38:1992;1091-1100.
    • (1992) IEEE Trans. Inform. Theory , vol.38 , pp. 1091-1100
    • Goggin, E.1
  • 5
    • 0027696152 scopus 로고
    • Limits of conditional expectations
    • Goggin E. Limits of conditional expectations. IEEE Trans. Inform. Theory. 39:1993;1967-1972.
    • (1993) IEEE Trans. Inform. Theory , vol.39 , pp. 1967-1972
    • Goggin, E.1
  • 6
    • 0001659363 scopus 로고
    • Convergence in distributions of conditional expectations
    • Goggin E. Convergence in distributions of conditional expectations. Ann. Probab. 22:1994;1097-1114.
    • (1994) Ann. Probab. , vol.22 , pp. 1097-1114
    • Goggin, E.1
  • 9
    • 0003194655 scopus 로고
    • Ergodic properties of nonlinear filtering processes
    • Alexander, K.S., Watkins, J.C. (Eds.). Birkhauser, Boston
    • Kunita, H., 1991. Ergodic properties of nonlinear filtering processes. In: Alexander, K.S., Watkins, J.C. (Eds.), Spatial Stochastic Processes. Birkhauser, Boston.
    • (1991) Spatial Stochastic Processes
    • Kunita, H.1
  • 10
    • 0000744184 scopus 로고
    • On invariant measures of filtering processes
    • Stochastic Differential Systems, Springer, Berlin
    • Stettner, L., 1989. On invariant measures of filtering processes. In: Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol. 126, Springer, Berlin.
    • (1989) Lecture Notes in Control and Information Sciences , vol.126
    • Stettner, L.1
  • 11
    • 0009249278 scopus 로고
    • Sur les théories du filtrage et de la prédiction
    • Séminaire de Probabilités XI, Berlin
    • Yor, M., 1977. Sur les théories du filtrage et de la prédiction. Séminaire de Probabilités XI. Lecture Notes in Mathematics, vol. 581, Springer, Berlin, pp. 257-297.
    • (1977) Lecture Notes in Mathematics , vol.581 , pp. 257-297
    • Yor, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.