On invariant measures of discrete time filters in the correlated signal-noise case

Annals of Applied Probability

Volumn 12, Issue 3, 2002, Pages 1096-1113

  Budhiraja, A ^a  

^a University of North Carolina at Chapel Hill   (United States)

Author keywords

Asymptotic stability; Invariant measures; Measure valued processes; Nonlinear filtering

Indexed keywords

EID: 0036387411     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1031863182     Document Type: Article

References (10)

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