In the nonlinear filtering model with signal and observation noise independent, we show that the filter depends continuously on the law of the signal. We do not assume that the signal process is Markov and prove the result under minimal integrability conditions. The analysis is based on expressing the nonlinear filter as a Wiener functional via the Kallianpur-Striebel Bayes formula
AbstractIn a recent work (Bhatt et al., SIAM J. Control Optim. 39 (2000) 928) various Markov and erg...
In a recent work (Bhatt et al., SIAM J. Control Optim. 39 (2000) 928) various Markov and ergodicity ...
In this paper we first prove, under quite general conditions, that the nonlinear filter and the pair...
AbstractIn the nonlinear filtering model with signal and observation noise independent, we show that...
In the nonlinear filtering model with signal and observation noise independent, we show that the fil...
AbstractNonlinear filtering process πt, t ≥ 0 of a Markovian signal process with the state space S i...
We consider the question of robustness of the optimal nonlinear filter when the signal process X and...
In this paper we first prove, under quite general conditions, that the nonlinear filter and the pair...
We consider the nonlinear filtering model with signal and observation noise independent, and show th...
AbstractWe consider the question of robustness of the optimal nonlinear filter when the signal proce...
The theory of nonlinear filtering concerns the optimal estimation of a Markov signal in noisy observ...
We study asymptotic stability of the optimal filter with respect to its initial conditions. We show ...
This paper develops a connection between the asymptotic stability of nonlinear filters and a notion ...
AbstractThe finitely additive nonlinear filtering problem for the model yt = ht(Xt)+et is solved whe...
Nonlinear filtering process [pi]t, t >= 0 of a Markovian signal process with the state space S is re...
AbstractIn a recent work (Bhatt et al., SIAM J. Control Optim. 39 (2000) 928) various Markov and erg...
In a recent work (Bhatt et al., SIAM J. Control Optim. 39 (2000) 928) various Markov and ergodicity ...
In this paper we first prove, under quite general conditions, that the nonlinear filter and the pair...
AbstractIn the nonlinear filtering model with signal and observation noise independent, we show that...
In the nonlinear filtering model with signal and observation noise independent, we show that the fil...
AbstractNonlinear filtering process πt, t ≥ 0 of a Markovian signal process with the state space S i...
We consider the question of robustness of the optimal nonlinear filter when the signal process X and...
In this paper we first prove, under quite general conditions, that the nonlinear filter and the pair...
We consider the nonlinear filtering model with signal and observation noise independent, and show th...
AbstractWe consider the question of robustness of the optimal nonlinear filter when the signal proce...
The theory of nonlinear filtering concerns the optimal estimation of a Markov signal in noisy observ...
We study asymptotic stability of the optimal filter with respect to its initial conditions. We show ...
This paper develops a connection between the asymptotic stability of nonlinear filters and a notion ...
AbstractThe finitely additive nonlinear filtering problem for the model yt = ht(Xt)+et is solved whe...
Nonlinear filtering process [pi]t, t >= 0 of a Markovian signal process with the state space S is re...
AbstractIn a recent work (Bhatt et al., SIAM J. Control Optim. 39 (2000) 928) various Markov and erg...
In a recent work (Bhatt et al., SIAM J. Control Optim. 39 (2000) 928) various Markov and ergodicity ...
In this paper we first prove, under quite general conditions, that the nonlinear filter and the pair...