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Ergodic properties of the nonlinear filter

. Stochastic Processes and their Applications, 95 (1): 1--24 (September 2001)

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Exponential stability in discrete-time filtering for non-ergodic signals, and . Stochastic Processes and their Applications, 82 (2): 245--257 (Aug 1, 1999)A limit theorem for symmetric statistics of Brownian particles. Stochastic Processes and their Applications, 77 (2): 155--174 (Sep 15, 1998)Ergodic properties of the nonlinear filter. Stochastic Processes and their Applications, 95 (1): 1--24 (September 2001)