Email this article On robustness of discrete time optimal filters
- Authors: Kleptsyna M.L.1, Veretennikov A.Y.2,3
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Affiliations:
- Univ. du Maine
- Univ. of Leeds
- Inst. Inform. Transm. Problems
- Issue: Vol 25, No 3 (2016)
- Pages: 207-218
- Section: Article
- URL: https://journals.rcsi.science/1066-5307/article/view/225767
- DOI: https://doi.org/10.3103/S1066530716030042
- ID: 225767
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Abstract
A new result on stability of an optimal nonlinear filter for a Markov chain with respect to small perturbations on every step is established. An exponential recurrence of the signal is assumed.
About the authors
M. L. Kleptsyna
Univ. du Maine
Author for correspondence.
Email: Marina.Kleptsyna@univ.lemans.fr
France, Le Mans
A. Yu. Veretennikov
Univ. of Leeds; Inst. Inform. Transm. Problems
Email: Marina.Kleptsyna@univ.lemans.fr
United Kingdom, Leeds; Moscow
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