Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition-Reference-Cited by-同舟云学术

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Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition

Published:1996-01 Issue:1 Volume:34 Page:226-243
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Ocone Daniel,Pardoux Etienne

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Link

http://epubs.siam.org/doi/pdf/10.1137/S0363012993256617

Reference15 articles.

1. Estimation and control for linear, partially observable systems with non-gaussian initial distribution

2. Stochastics Monogr.;Delyon Bernard,1991

3. Markov Processes

4. Convergence in Distribution of Conditional Expectations

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