Is Always Stable in Nonlinear Filtering ?
نویسندگان
چکیده
This note addresses certain stability properties of the nonlinear filtering equation in discrete time. The available positive and negative results indicate that much depends on the structure of the signal state space, its ergodic properties and observations regularity. We show that certain predicting estimates are stable under surprisingly general assumptions.
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تاریخ انتشار 2005