Download this PDF file Fullscreen Fullscreen Off
References
- Atar, R. and Zeitouni, O., Exponential stability for nonlinear filtering, Ann. Inst. H. Poincar'e Probab. Statist., 1997 Math. Review 97k:93065
- Baum, L.E., Petrie, T.P., Soules, G., and Weiss, N. A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains. Ann. Math. Statist. Math. Review 44 #4816
- Budhiraja, A. and Ocone, D., Exponential stability of discrete-time filters for bounded observation noise. Systems Control Lett., 1997 Math. Review 98c:93110
- Budhiraja, A. and Ocone, D., Exponential stability in discrete-time filtering for non-ergodic signals, Stochastic Process. Appl.,1999 Math. Review 2000d:94010
- Cappe, O., Moulines, E., and Ryden, T., Inference in Hidden Markov Models, Springer, 2005. Math. Review 2006e:60002
- Chigansky, P. and Liptser, R., Stability of nonlinear filters in nonmixing case. Ann. Appl. Probab.,2004 Math. Review 2005h:62265
- Chigansky, P. and Liptser, R., On a role of predictor in the filtering stability. Electron. Comm. Probab.,2006 Math. Review 2007k:60118
- Del Moral, P., Feynman-Kac Formulae. Genealogical and Interacting Particle Systems with Applications. Probability and its Applications, Springer, 2004 Math. Review 2005f:60003
- Del Moral, P. and Guionnet, A., Large deviations for interacting particle systems: applications to non-linear filtering. Stoch. Proc. App., 1998 Math. Review 99k:60071
- Del Moral, P., Ledoux, M., and Miclo, L., On contraction properties of Markov kernels., Probab. Theory Related Fields, 2003 Math. Review 2004d:60202
- Douc, R., Moulines, E., and Ryden, T., Asymptotic properties of the maximum likelihood estimator in autoregressive models with {Markov regime. Ann. Statist., 2004 Math. Review 2005h:62226
- Griffeath, D. . A maximal coupling for Markov chains. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete (1974/75) Math. Review 51 #6996
- LeGland, F. and Oudjane, N., A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals. Stochastic Process. Appl., 2003 Math. Review 2004i:93184
- Lindvall, T. Lectures on the Coupling Method. Wiley, New-York, 1992. Math. Review 94c:60002
- Ocone, D. and Pardoux, E., Asymptotic stability of the optimal filter with respect to its initial condition. SIAM J. Control, 1996 Math. Review 97e:60073
- Oudjane, N. and Rubenthaler, S., Stability and uniform particle approximation of nonlinear filters in case of non ergodic signals. Stoch. Anal. Appl., 2005 Math. Review 2005m:93153
- Thorisson, H. . Coupling, Stationarity and Regeneration. Probability and its Applications. Springer-Verlag, New-York, 2000 Math. Review 2001b:60003

This work is licensed under a Creative Commons Attribution 3.0 License.