Pavel CHIGANSKI - Abstract
Pavel CHIGANSKI - Abstract![](/fr/seminaires-conferences/archives/workshop/workshop-s-a-p-s-v-6-8-janvier-2005-1/workshop-s-a-p-s-v-6-8-janvier-2005/pavel-chiganski-abstract/_attachment/image-header.jpg)
ASYMPTOTIC STABILITY OF NONLINEAR FILTERS
Pavel CHIGANSKI
The Weizmann Institute of Science
Tel Aviv, Israel
ABSTRACT
The solution to the filtering problem, i.e. on-line estimation of the signal from noisy observations, is usually given by a nonlinear stochastic equation in the space of probability measures. Much research have been done recently around the stability properties of this equation with respect to the initial conditions. I'll give a survey on the recent advance and open problems in this area.