arXiv · 1501.00190
On robustness of discrete time optimal filters
Abstract
A new result on stability of an optimal nonlinear filter with respect to small perturbations on every step is established.
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Marina Kleptsyna, Alexander Veretennikov. 2015-12-07. On robustness of discrete time optimal filters. https://doi.org/10.3103/s1066530716030042
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