Ergodic properties of the nonlinear filter
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- Karandikar, Rajeeva L., 1995. "On pathwise stochastic integration," Stochastic Processes and their Applications, Elsevier, vol. 57(1), pages 11-18, May.
- Budhiraja, A. & Ocone, D., 1999. "Exponential stability in discrete-time filtering for non-ergodic signals," Stochastic Processes and their Applications, Elsevier, vol. 82(2), pages 245-257, August.
- Kunita, Hiroshi, 1971. "Asymptotic behavior of the nonlinear filtering errors of Markov processes," Journal of Multivariate Analysis, Elsevier, vol. 1(4), pages 365-393, December.
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Keywords
Nonlinear filtering Invariant measures Asymptotic stability Measure valued processes;Statistics
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