53 citations · 107 across the 3 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2008★ 52 cited
Uniform Time Average Consistency of Monte Carlo Particle Filters
Ramon van Handel
We prove that bootstrap type Monte Carlo particle filters approximate the optimal nonlinear filter in a time average sense uniformly with respect to the time horizon when the signa…
math.PR2008★ 53 cited
Uniform observability of hidden Markov models and filter stability for unstable signals
Ramon van Handel
A hidden Markov model is called observable if distinct initial laws give rise to distinct laws of the observation process. Observability implies stability of the nonlinear filter w…