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Approximate Filter for the Conditional Law of a Partially Observed Process in Nonlinear Filtering

✍ Scribed by Gegout-Petit, A.

Book ID
118207982
Publisher
Society for Industrial and Applied Mathematics
Year
1998
Tongue
English
Weight
432 KB
Volume
36
Category
Article
ISSN
0363-0129

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We consider a sample of a trajectory of an ergodic process m x through a stationary noisy observation process. We study the asymptotic ergodicity of the phase process. ## 1999 Academic Press Contents. 1. Meaning of asymptotic ergodicity. 2. Robust resolution of the Zakai equation through a phase