On robustness of discrete time optimal filters
Marina Kleptsyna, Alexander Veretennikov
TL;DR
This paper presents a new stability result for nonlinear optimal filters, demonstrating their robustness to small perturbations at each step in discrete time.
Contribution
It introduces a novel theoretical result showing the stability of discrete-time nonlinear optimal filters under small perturbations.
Findings
Proves stability of nonlinear filters with perturbations
Establishes robustness of filtering algorithms
Provides theoretical guarantees for filter performance
Abstract
A new result on stability of an optimal nonlinear filter with respect to small perturbations on every step is established.
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