Stability with respect to initial conditions in V-norm for nonlinear filters with ergodic observations
نویسندگان
چکیده
منابع مشابه
Stability with respect to initial conditions in V-norm for nonlinear filters with ergodic observations
We establish conditions for an exponential rate of forgetting of the initial distribution of nonlinear filters in V -norm, allowing for unbounded test functions. The analysis is conducted in an general setup involving nonnegative kernels in a random environment which allows treatment of filters and prediction filters in a single framework. The main result is illustrated on two examples, the fir...
متن کاملa comparison of teachers and supervisors, with respect to teacher efficacy and reflection
supervisors play an undeniable role in training teachers, before starting their professional experience by preparing them, at the initial years of their teaching by checking their work within the proper framework, and later on during their teaching by assessing their progress. but surprisingly, exploring their attributes, professional demands, and qualifications has remained a neglected theme i...
15 صفحه اولPerturbation bounds for $g$-inverses with respect to the unitarily invariant norm
Let complex matrices $A$ and $B$ have the same sizes. Using the singular value decomposition, we characterize the $g$-inverse $B^{(1)}$ of $B$ such that the distance between a given $g$-inverse of $A$ and the set of all $g$-inverses of the matrix $B$ reaches minimum under the unitarily invariant norm. With this result, we derive additive and multiplicative perturbation bounds of the nearest per...
متن کاملDiscrete-Time Risk-Sensitive Filters with Non-Gaussian Initial Conditions and their Ergodic Properties
In this paper, we study asymptotic stability properties of risk-sensitive filters with respect to their initial conditions. In particular, we consider a linear time-invariant systems with initial conditions that are not necessarily Gaussian. We show that in the case of Gaussian initial conditions, the optimal risksensitive filter asymptotically converges to any suboptimal filter initialized wit...
متن کاملOn stability with respect to boundary conditions for anisotropic parabolic equations with variable exponents
*Correspondence: [email protected] School of Applied Mathematics, Xiamen University of Technology, Xiamen, China Abstract The anisotropic parabolic equations with variable exponents are considered. If some of diffusion coefficients {bi(x)} are degenerate on the boundary, the others are always positive, then how to impose a suitable boundary value condition is researched. The existence of weak...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2017
ISSN: 0021-9002,1475-6072
DOI: 10.1017/jpr.2016.90