The Conditional Poincaré Inequality for Filter Stability
Author:
Affiliation:
1. University of Illinois at Urbana-Champaign (UIUC),Coordinated Science Laboratory and the Department of Mechanical Science and Engineering
2. University of Florida at Gainesville,Department of Electrical and Computer Engineering
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/9682670/9682776/09682849.pdf?arnumber=9682849
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1. Observability and nonlinear filtering
2. Stability of nonlinear filters: A survey;chigansky,2006
3. Intrinsic methods in filter stability;chigansky;Handbook of Nonlinear Filtering,2009
4. Filtering, stability, and robustness;van handel;PhD thesis,2006
5. Stability of the Filter Equation for a Time-Dependent Signal on ℝd
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