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Volumn 38, Issue 4, 2000, Pages 1086-1101

Long time behavior for some dynamical noise free nonlinear filtering problems

Author keywords

[No Author keywords available]

Indexed keywords

DIFFERENTIAL EQUATIONS; INITIAL VALUE PROBLEMS; NONLINEAR SYSTEMS; OBSERVABILITY; OPTIMAL CONTROL SYSTEMS; SPURIOUS SIGNAL NOISE; STATE ESTIMATION; STOCHASTIC CONTROL SYSTEMS;

EID: 0343826108     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012995290124     Document Type: Article
Times cited : (9)

References (15)
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    • Ibragimov, I.A.1    Khasminskii, R.Z.2
  • 8
    • 0001442283 scopus 로고
    • Asymptotic behavior of the nonlinear filtering errors of Markov processes
    • H. KUNITA, Asymptotic behavior of the nonlinear filtering errors of Markov processes, J. Multivariate Anal., 1 (1971), pp. 365-393.
    • (1971) J. Multivariate Anal. , vol.1 , pp. 365-393
    • Kunita, H.1
  • 9
    • 0003194655 scopus 로고
    • Ergodic properties of nonlinear filtering processes
    • Spatial Stochastic Processes: Festschrift in honor of T. E. Harris, K. L. Alexander and J. C. Watkins, eds., Birkhäuser, Boston
    • H. KUNITA, Ergodic properties of nonlinear filtering processes, in Spatial Stochastic Processes: Festschrift in honor of T. E. Harris, K. L. Alexander and J. C. Watkins, eds., Progr. in Probab. 19, Birkhäuser, Boston, 1991, pp. 233-256.
    • (1991) Progr. in Probab. , vol.19 , pp. 233-256
    • Kunita, H.1
  • 11
    • 0041138200 scopus 로고
    • Probability in banach spaces. Isoperimetry and processes
    • Springer-Verlag, Berlin
    • M. LEDOUX AND M. TALAGRAND, Probability in Banach Spaces. Isoperimetry and Processes, Ergeb. Math. Grenzgeb. (3) 23, Springer-Verlag, Berlin, 1991.
    • (1991) Ergeb. Math. Grenzgeb. (3) , Issue.23
    • Ledoux, M.1    Talagrand, M.2
  • 12
    • 0004325876 scopus 로고
    • Statistics of random processes I. General theory
    • Springer-Verlag, New York, Heidelberg
    • R. SH. LIPTSER AND A. N. SHIRYAYEV, Statistics of Random Processes I. General Theory, Appl. Math. 5, Springer-Verlag, New York, Heidelberg, 1977.
    • (1977) Appl. Math. , vol.5
    • Liptser, R.S.H.1    Shiryayev, A.N.2
  • 13
    • 0029760763 scopus 로고    scopus 로고
    • Asymptotic stability of the optimal filter with respect to its initial condition
    • D. OCONE AND E. PARDOUX, Asymptotic stability of the optimal filter with respect to its initial condition, SIAM J. Control Optim., 34 (1996), pp. 226-243.
    • (1996) SIAM J. Control Optim. , vol.34 , pp. 226-243
    • Ocone, D.1    Pardoux, E.2
  • 14
    • 0002064777 scopus 로고
    • Filtrage non linéaire et équations aux dérivées partielles stochastiques associées
    • École d'Été de Probabilités de Saint-Flour 19-1989, P. L. Hennequin, ed., Springer-Verlag, Berlin
    • E. PARDOUX, Filtrage non linéaire et équations aux dérivées partielles stochastiques associées, in École d'Été de Probabilités de Saint-Flour 19-1989, P. L. Hennequin, ed., Lecture Notes in Math. 1464, Springer-Verlag, Berlin, 1991, pp. 67-163.
    • (1991) Lecture Notes in Math. , vol.1464 , pp. 67-163
    • Pardoux, E.1
  • 15
    • 0003280073 scopus 로고
    • Mathematical control theory
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    • Sontag, E.D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.