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bayesian filtering 1model misspecification 1operator theory 1robustness 1stochastic processes 1

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math.ST2026

An Operator-Theoretic Analysis of Nonlinear Filtering under Model Misspecification

Fabián González, Ömer Deniz Akyildiz, Dan Crisan +1

The paper analyzes how Bayesian nonlinear filters behave when the assumed model dynamics are misspecified, providing explicit error bounds that separate the impact of initial error…