Budhiraja, Amarjit; Kushner, Harold J. Approximation and limit results for nonlinear filters over an infinite time interval. II: Random sampling algorithms. (English) Zbl 1031.93148 SIAM J. Control Optimization 38, No. 6, 1874-1908 (2000). The paper is a sequel to Part I [A. Budhiraja and H. J. Kushner, SIAM J. Control Optim. 37, 1946-1979 (1999; Zbl 0934.93064)] and is concerned with approximations to nonlinear filtering problems that have been of interest for a very long time. In contrast to Part I, the authors propose here to use sampling-based algorithms or combinations of sampling methods and methods of Part I. Reviewer: Grigori Milstein (Ekaterinburg) Cited in 1 ReviewCited in 5 Documents MSC: 93E11 Filtering in stochastic control theory 93C10 Nonlinear systems in control theory 93C57 Sampled-data control/observation systems Keywords:nonlinear filters; numerical approximations to nonlinear filters; robustness of filters; infinite-time filtering; occupation measures; pathwise average errors; random sampling algorithms Citations:Zbl 0934.93064 PDFBibTeX XMLCite \textit{A. Budhiraja} and \textit{H. J. Kushner}, SIAM J. Control Optim. 38, No. 6, 1874--1908 (2000; Zbl 1031.93148) Full Text: DOI