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Uniform Stability of a Particle Approximation of the Optimal Filter Derivative

Pierre del Moral Arnaud Doucet 1 Sumeetpal S. Singh 2
2 Statistical Laboratory [Cambridge]
DPMMS - Department of Pure Mathematics and Mathematical Statistics
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https://hal.inria.fr/hal-01669373
Contributor : Pierre del Moral <>
Submitted on : Wednesday, December 20, 2017 - 6:54:34 PM
Last modification on : Tuesday, December 1, 2020 - 2:10:10 PM

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Pierre del Moral, Arnaud Doucet, Sumeetpal S. Singh. Uniform Stability of a Particle Approximation of the Optimal Filter Derivative. SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2015, 53 (3), pp.1278 - 1304. ⟨10.1137/140993703⟩. ⟨hal-01669373⟩

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