On robustness of discrete time optimal filters
arXiv:1501.00190 · doi:10.3103/S1066530716030042
Abstract
A new result on stability of an optimal nonlinear filter with respect to small perturbations on every step is established.
The 2nd version is 19 pages long and has 8 references (the old one was 12 pages with 6 references); a gap in the 1st version is filled in