Lyapunov Exponents for Finite State Nonlinear Filtering
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/S0363012994272046
Reference6 articles.
1. Spectral Theory of Random Schrödinger Operators
2. Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition
3. Non-negative Matrices and Markov Chains
4. Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
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