Monte Carlo Algorithms and Asymptotic Problems in Nonlinear Filtering-Reference-Cited by-同舟云学术

Monte Carlo Algorithms and Asymptotic Problems in Nonlinear Filtering

Published:2001 Issue: Volume: Page:59-87
ISSN:
Container-title:Stochastics in Finite and Infinite Dimensions
language:
Short-container-title:

Author:

Budhiraja Amarjit,Kushner Harold J

Publisher

Birkhäuser Boston

Link

http://link.springer.com/content/pdf/10.1007/978-1-4612-0167-0_4.pdf

Reference28 articles.

1. R. Atar. Exponential stability for nonlinear filtering of diffusion processes in non-compact domain. To appear in Annals of Probability.

2. R. Atar and O. Zeitouni. Exponential stability for nonlinear filtering, Ann. Inst. Henri Poincaré, 33:697–725, 1997.

3. A. Bhatt, A. Budhiraja and R. Karandikar, Markov property and ergodicity of the nonlinear filter, University of Notre Dame Report. Submitted for publication, 1999.

4. A. Budhiraja and H. J. Kushner. Approximation and limit results for nonlinear filters over an infinite time interval, Lefschetz Center for Dynamical Systems Report. To appear SIAM J. on Control and Optimization, 1999.

5. A. Budhiraja and H. J. Kushner. Approximation and limit results for nonlinear filters over an infinite time interval: Part II, random sampling algorithms, Lefschetz Center for Dynamical Systems Report. To appear SIAM J. on Control and Optimization, 1999.

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Statistical estimation and nonlinear filtering in environmental pollution;Statistical Inference for Stochastic Processes;2023-12-02

2. Stability of the filter with Poisson observations;Statistical Inference for Stochastic Processes;2014-12-30

3. Ergodicity of hidden Markov models;Mathematics of Control, Signals, and Systems;2005-06-29

4. Ergodic properties of the nonlinear filter;Stochastic Processes and their Applications;2001-09