Stability of the filter with Poisson observations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11203-014-9114-5.pdf
Reference38 articles.
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2. Atar R, Zeitouni O (1997a) Exponential stability for nonlinear filtering. Ann Inst Henri Poincare Probab Stat 33:697–725
3. Atar R, Zeitouni O (1997b) Lyapunov exponents for finite state nonlinear filtering. SIAM J Control Optim 35:36–55
4. Baxendale P, Chigansky P, Liptser R (2004) Asymptotic stability of the Wonham filter: ergodic and nonergodic signals. SIAM J Control Optim 43(2):643–669
5. Budhiraja A, Kushner HJ (1998) Robustness of nonlinear filters over the infinite time interval. SIAM J Control Optim 36:1618–1637
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