OpenAlex | Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters

Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters

Work

Year: 2004

Type: article

Abstract: We study the stability of the optimal filter w.r.t. its initial condition and w.r.t. the model for the hidden state and the observations in a general hidden Markov model, using the Hilbert projective ... more

Source: The Annals of Applied Probability

Authors François Le Gland, Nadia Oudjane

Institutions Computer Algorithms for Medicine, Laboratoire Analyse, Géométrie et Applications

Cites: 26

Cited by: 141

Related to: 10

FWCI: 14.71

Citation percentile (by year/subfield): 100

Topic: Target Tracking and Data Fusion in Sensor Networks

Subfield: Artificial Intelligence

Field: Computer Science

Domain: Physical Sciences

Open Access status: bronze