A Robustification Approach to Stability and to Uniform Particle Approximation of Nonlinear Filters : the Example of Pseudo--Mixing Signals

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HAL Id: inria-00072157

https://hal.inria.fr/inria-00072157

Submitted on 23 May 2006

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A Robustification Approach to Stability and to Uniform Particle Approximation of Nonlinear Filters : the

Example of Pseudo–Mixing Signals

François Le Gland, Nadia Oudjane

To cite this version:

François Le Gland, Nadia Oudjane. A Robustification Approach to Stability and to Uniform Particle Approximation of Nonlinear Filters : the Example of Pseudo–Mixing Signals. [Research Report] RR- 4431, INRIA. 2002. �inria-00072157�

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ISSN 0249-6399 ISRN INRIA/RR--4431--FR+ENG

a p p o r t

d e r e c h e r c h e

INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET EN AUTOMATIQUE

A Robustification Approach

to Stability and to Uniform Particle Approximation of Nonlinear Filters :

the Example of Pseudo–Mixing Signals

François Le Gland, Nadia Oudjane

N˚4431

Mars 2002

THÈME 4

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