{"id":"https://openalex.org/W3144642485","doi":"https://doi.org/10.1109/cdc45484.2021.9682849","title":"The Conditional Poincar\u00e9 Inequality for Filter Stability","display_name":"The Conditional Poincar\u00e9 Inequality for Filter Stability","publication_year":2021,"publication_date":"2021-12-14","ids":{"openalex":"https://openalex.org/W3144642485","doi":"https://doi.org/10.1109/cdc45484.2021.9682849","mag":"3144642485"},"language":"en","primary_location":{"id":"doi:10.1109/cdc45484.2021.9682849","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc45484.2021.9682849","pdf_url":null,"source":{"id":"https://openalex.org/S4363607724","display_name":"2021 60th IEEE Conference on Decision and Control (CDC)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2021 60th IEEE Conference on Decision and Control (CDC)","raw_type":"proceedings-article"},"type":"preprint","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2103.14631","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100652721","display_name":"Jin Won Kim","orcid":"https://orcid.org/0000-0001-5731-6223"},"institutions":[{"id":"https://openalex.org/I157725225","display_name":"University of Illinois Urbana-Champaign","ror":"https://ror.org/047426m28","country_code":"US","type":"education","lineage":["https://openalex.org/I157725225"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Jin Won Kim","raw_affiliation_strings":["University of Illinois at Urbana-Champaign (UIUC),Coordinated Science Laboratory and the Department of Mechanical Science and Engineering"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Illinois at Urbana-Champaign (UIUC),Coordinated Science Laboratory and the Department of Mechanical Science and Engineering","institution_ids":["https://openalex.org/I157725225"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5081314418","display_name":"Prashant G. Mehta","orcid":"https://orcid.org/0000-0003-1265-7942"},"institutions":[{"id":"https://openalex.org/I157725225","display_name":"University of Illinois Urbana-Champaign","ror":"https://ror.org/047426m28","country_code":"US","type":"education","lineage":["https://openalex.org/I157725225"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Prashant G. Mehta","raw_affiliation_strings":["University of Illinois at Urbana-Champaign (UIUC),Coordinated Science Laboratory and the Department of Mechanical Science and Engineering"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Illinois at Urbana-Champaign (UIUC),Coordinated Science Laboratory and the Department of Mechanical Science and Engineering","institution_ids":["https://openalex.org/I157725225"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5047988825","display_name":"Sean Meyn","orcid":"https://orcid.org/0000-0002-8558-365X"},"institutions":[{"id":"https://openalex.org/I33213144","display_name":"University of Florida","ror":"https://ror.org/02y3ad647","country_code":"US","type":"education","lineage":["https://openalex.org/I33213144"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Sean Meyn","raw_affiliation_strings":["University of Florida at Gainesville,Department of Electrical and Computer Engineering"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Florida at Gainesville,Department of Electrical and Computer Engineering","institution_ids":["https://openalex.org/I33213144"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.9236,"has_fulltext":true,"cited_by_count":2,"citation_normalized_percentile":{"value":0.69565217,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":95},"biblio":{"volume":null,"issue":null,"first_page":"1629","last_page":"1636"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9950000047683716,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9950000047683716,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9490000009536743,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9480000138282776,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7274998426437378},{"id":"https://openalex.org/keywords/ergodic-theory","display_name":"Ergodic theory","score":0.6557440757751465},{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.5837278366088867},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.5721997022628784},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5084460973739624},{"id":"https://openalex.org/keywords/poincar\u00e9-inequality","display_name":"Poincar\u00e9 inequality","score":0.48315638303756714},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.48178598284721375},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.4407806992530823},{"id":"https://openalex.org/keywords/duality","display_name":"Duality (order theory)","score":0.4358823001384735},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.4304697513580322},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.41530776023864746},{"id":"https://openalex.org/keywords/conditional-expectation","display_name":"Conditional expectation","score":0.41372257471084595},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.24149009585380554},{"id":"https://openalex.org/keywords/pure-mathematics","display_name":"Pure mathematics","score":0.22351986169815063},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.17008554935455322},{"id":"https://openalex.org/keywords/inequality","display_name":"Inequality","score":0.14152446389198303},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.09299072623252869},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.08971863985061646},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.08240395784378052},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.06958147883415222}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7274998426437378},{"id":"https://openalex.org/C122044880","wikidata":"https://www.wikidata.org/wiki/Q5498822","display_name":"Ergodic theory","level":2,"score":0.6557440757751465},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.5837278366088867},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.5721997022628784},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5084460973739624},{"id":"https://openalex.org/C164506360","wikidata":"https://www.wikidata.org/wiki/Q1751496","display_name":"Poincar\u00e9 inequality","level":3,"score":0.48315638303756714},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.48178598284721375},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.4407806992530823},{"id":"https://openalex.org/C2778023678","wikidata":"https://www.wikidata.org/wiki/Q554403","display_name":"Duality (order theory)","level":2,"score":0.4358823001384735},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.4304697513580322},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.41530776023864746},{"id":"https://openalex.org/C186215838","wikidata":"https://www.wikidata.org/wiki/Q772232","display_name":"Conditional expectation","level":2,"score":0.41372257471084595},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.24149009585380554},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.22351986169815063},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.17008554935455322},{"id":"https://openalex.org/C45555294","wikidata":"https://www.wikidata.org/wiki/Q28113351","display_name":"Inequality","level":2,"score":0.14152446389198303},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.09299072623252869},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.08971863985061646},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.08240395784378052},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.06958147883415222},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1109/cdc45484.2021.9682849","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc45484.2021.9682849","pdf_url":null,"source":{"id":"https://openalex.org/S4363607724","display_name":"2021 60th IEEE Conference on Decision and Control (CDC)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2021 60th IEEE Conference on Decision and Control (CDC)","raw_type":"proceedings-article"},{"id":"pmh:oai:arXiv.org:2103.14631","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2103.14631","pdf_url":"https://arxiv.org/pdf/2103.14631","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},{"id":"mag:3144642485","is_oa":true,"landing_page_url":"https://arxiv.org/pdf/2103.14631.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},{"id":"doi:10.48550/arxiv.2103.14631","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2103.14631","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2103.14631","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2103.14631","pdf_url":"https://arxiv.org/pdf/2103.14631","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G4531343814","display_name":null,"funder_award_id":"W911NF1810334","funder_id":"https://openalex.org/F4320338281","funder_display_name":"Army Research Office"},{"id":"https://openalex.org/G8259718895","display_name":"Theory and Algorithms for Feedback Particle Filter","funder_award_id":"1761622","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320338281","display_name":"Army Research Office","ror":"https://ror.org/05epdh915"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3144642485.pdf","grobid_xml":"https://content.openalex.org/works/W3144642485.grobid-xml"},"referenced_works_count":33,"referenced_works":["https://openalex.org/W48168586","https://openalex.org/W423603040","https://openalex.org/W1528042460","https://openalex.org/W1769238235","https://openalex.org/W1776371429","https://openalex.org/W1883186006","https://openalex.org/W1976142795","https://openalex.org/W1985059387","https://openalex.org/W2007171567","https://openalex.org/W2010191760","https://openalex.org/W2013439437","https://openalex.org/W2014248834","https://openalex.org/W2026288894","https://openalex.org/W2027573726","https://openalex.org/W2057967605","https://openalex.org/W2072232154","https://openalex.org/W2078059111","https://openalex.org/W2081403865","https://openalex.org/W2120809238","https://openalex.org/W2127726220","https://openalex.org/W2155772159","https://openalex.org/W2365574823","https://openalex.org/W2928346007","https://openalex.org/W3011437013","https://openalex.org/W3044802916","https://openalex.org/W3048753330","https://openalex.org/W3103583705","https://openalex.org/W3144637722","https://openalex.org/W3149122879","https://openalex.org/W3183373298","https://openalex.org/W4226237029","https://openalex.org/W6631727497","https://openalex.org/W6678251042"],"related_works":["https://openalex.org/W2949209116","https://openalex.org/W2267376484","https://openalex.org/W2086533832","https://openalex.org/W59388444","https://openalex.org/W1968729191","https://openalex.org/W2187069413","https://openalex.org/W3022365308","https://openalex.org/W197246843","https://openalex.org/W2904018778","https://openalex.org/W3099133928","https://openalex.org/W1000555499","https://openalex.org/W1539211100","https://openalex.org/W2540126310","https://openalex.org/W2978743301","https://openalex.org/W2529013602","https://openalex.org/W3125477039","https://openalex.org/W1545679405","https://openalex.org/W2964188064","https://openalex.org/W2063741325","https://openalex.org/W338378770"],"abstract_inverted_index":{"This":[0],"paper":[1],"is":[2,18,25,33,41,69],"concerned":[3],"with":[4],"the":[5,19,45,72,80,87,95,99],"problem":[6,48,54],"of":[7,11,75,102],"nonlinear":[8,46],"filter":[9,29,81],"stability":[10,74],"ergodic":[12],"Markov":[13,77],"processes.":[14],"The":[15,31,83],"main":[16],"contribution":[17],"conditional":[20,88],"Poincar\u00e9":[21],"inequality":[22],"(PI),":[23],"which":[24,40],"shown":[26],"to":[27,43],"yield":[28],"stability.":[30,82],"proof":[32],"based":[34],"upon":[35],"a":[36,50,56,67,76],"recently":[37],"discovered":[38],"duality":[39],"used":[42],"transform":[44],"filtering":[47],"into":[49],"stochastic":[51,58,73],"optimal":[52],"control":[53],"for":[55],"backward":[57],"differential":[59],"equation":[60],"(BSDE).":[61],"Based":[62],"on":[63,86,98],"these":[64],"dual":[65],"formalisms,":[66],"comparison":[68],"drawn":[70],"between":[71],"process":[78],"and":[79],"latter":[84],"relies":[85,97],"PI":[89],"described":[90],"in":[91],"this":[92],"paper,":[93],"whereas":[94],"former":[96],"standard":[100],"form":[101],"PI.":[103]},"counts_by_year":[{"year":2021,"cited_by_count":2}],"updated_date":"2026-07-01T08:55:40.977307","created_date":"2025-10-10T00:00:00"}
