Markov Property and Ergodicity of the Nonlinear Filter-Reference-Cited by-同舟云学术

Markov Property and Ergodicity of the Nonlinear Filter

Published:2000-01 Issue:3 Volume:39 Page:928-949
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Bhatt A. G.,Budhiraja A.,Karandikar R. L.

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Link

http://epubs.siam.org/doi/pdf/10.1137/S0363012999357707

Reference9 articles.

1. Uniqueness and Robustness of Solution of Measure-Valued Equations of Nonlinear Filtering

2. Robustness of the nonlinear filter

3. Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval

4. Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms

5. G.Kallianpur, Stokhasticheskaya teoriya filtratsii, ``Nauka'', 1987, 319–0, Translated from the English by V. M. Shurenkov; Translation edited and with a preface by A. V. Skorokhod88d:60126

Cited by 13 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. Counting Processes With Piecewise-Deterministic Markov Conditional Intensity: Asymptotic Analysis, Implementation, and Information-Theoretic Use;IEEE Transactions on Information Theory;2023-11

2. On the mathematical theory of ensemble (linear-Gaussian) Kalman–Bucy filtering;Mathematics of Control, Signals, and Systems;2023-05-19

3. Asymptotic Optimality of Finite Model Approximations for Partially Observed Markov Decision Processes With Discounted Cost;IEEE Transactions on Automatic Control;2020-01

4. Weak Feller property of non-linear filters;Systems & Control Letters;2019-12

5. Finite Approximations in Discrete-Time Stochastic Control;Systems & Control: Foundations & Applications;2018