电邮这篇文章 On robustness of discrete time optimal filters
- 作者: Kleptsyna M.L.1, Veretennikov A.Y.2,3
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隶属关系:
- Univ. du Maine
- Univ. of Leeds
- Inst. Inform. Transm. Problems
- 期: 卷 25, 编号 3 (2016)
- 页面: 207-218
- 栏目: Article
- URL: https://journal-vniispk.ru/1066-5307/article/view/225767
- DOI: https://doi.org/10.3103/S1066530716030042
- ID: 225767
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详细
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.
作者简介
M. Kleptsyna
Univ. du Maine
编辑信件的主要联系方式.
Email: Marina.Kleptsyna@univ.lemans.fr
法国, Le Mans
A. Veretennikov
Univ. of Leeds; Inst. Inform. Transm. Problems
Email: Marina.Kleptsyna@univ.lemans.fr
英国, Leeds; Moscow
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