Stability and uniform approximation of nonlinear filters using the hilbert metric and application to particle filters

Annals of Applied Probability

Volumn 14, Issue 1, 2004, Pages 144-187

  Le Gland, François ^a,c   Oudjane, Nadia ^b  

^a INRIA   (France)

^b EDF R AND D   (France)

^c CAMPUS DE BEAULIEU   (France)

Author keywords

Hidden Markov model; Hilbert metric; Mixing; Nonlinear filter; Particle filter; Regularizing kernel; Stability; Total variation norm

Indexed keywords

EID: 21244464134     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/aoap/1075828050     Document Type: Article

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