{"id":"https://openalex.org/W2467373999","doi":"https://doi.org/10.1137/16m1087497","title":"On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman--Bucy Filters","display_name":"On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman--Bucy Filters","publication_year":2017,"publication_date":"2017-01-01","ids":{"openalex":"https://openalex.org/W2467373999","doi":"https://doi.org/10.1137/16m1087497","mag":"2467373999"},"language":"en","primary_location":{"id":"doi:10.1137/16m1087497","is_oa":false,"landing_page_url":"https://doi.org/10.1137/16m1087497","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"},"type":"preprint","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1606.08256","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5044731110","display_name":"Pierre Del Moral","orcid":"https://orcid.org/0000-0003-1151-6662"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Pierre Del Moral","raw_affiliation_strings":["Quality control and dynamic reliability"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Quality control and dynamic reliability","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5032845901","display_name":"Aline Kurtzmann","orcid":"https://orcid.org/0000-0003-4508-4239"},"institutions":[{"id":"https://openalex.org/I3017839442","display_name":"Institut \u00c9lie Cartan de Lorraine","ror":"https://ror.org/04rvw8791","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I1326498283","https://openalex.org/I3017839442","https://openalex.org/I4210141950","https://openalex.org/I90183372"]},{"id":"https://openalex.org/I90183372","display_name":"Universit\u00e9 de Lorraine","ror":"https://ror.org/04vfs2w97","country_code":"FR","type":"education","lineage":["https://openalex.org/I90183372"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Aline Kurtzmann","raw_affiliation_strings":["Institut Elie Cartan de Lorraine"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut Elie Cartan de Lorraine","institution_ids":["https://openalex.org/I3017839442","https://openalex.org/I90183372"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5077673995","display_name":"Julian Tugaut","orcid":"https://orcid.org/0000-0001-9060-653X"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Julian Tugaut","raw_affiliation_strings":["Probabilit\u00e9s, statistique, physique math\u00e9matique"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Probabilit\u00e9s, statistique, physique math\u00e9matique","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.6869,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.67844103,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"55","issue":"1","first_page":"119","last_page":"155"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10466","display_name":"Meteorological Phenomena and Simulations","score":0.991100013256073,"subfield":{"id":"https://openalex.org/subfields/1902","display_name":"Atmospheric Science"},"field":{"id":"https://openalex.org/fields/19","display_name":"Earth and Planetary Sciences"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10466","display_name":"Meteorological Phenomena and Simulations","score":0.991100013256073,"subfield":{"id":"https://openalex.org/subfields/1902","display_name":"Atmospheric Science"},"field":{"id":"https://openalex.org/fields/19","display_name":"Earth and Planetary Sciences"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9871000051498413,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10029","display_name":"Climate variability and models","score":0.9803000092506409,"subfield":{"id":"https://openalex.org/subfields/2306","display_name":"Global and Planetary Change"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.6698401570320129},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6317052245140076},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.5938524007797241},{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.5158799886703491},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.48812517523765564},{"id":"https://openalex.org/keywords/exponential-function","display_name":"Exponential function","score":0.46759337186813354},{"id":"https://openalex.org/keywords/exponential-stability","display_name":"Exponential stability","score":0.4670760929584503},{"id":"https://openalex.org/keywords/covariance","display_name":"Covariance","score":0.41037362813949585},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.3937087059020996},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.34168481826782227},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.33867281675338745},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.19601187109947205},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.11999338865280151},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.1195158064365387}],"concepts":[{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.6698401570320129},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6317052245140076},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.5938524007797241},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.5158799886703491},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.48812517523765564},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.46759337186813354},{"id":"https://openalex.org/C167964875","wikidata":"https://www.wikidata.org/wiki/Q17011487","display_name":"Exponential stability","level":3,"score":0.4670760929584503},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.41037362813949585},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.3937087059020996},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.34168481826782227},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.33867281675338745},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.19601187109947205},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.11999338865280151},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1195158064365387},{"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/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"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/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1137/16m1087497","is_oa":false,"landing_page_url":"https://doi.org/10.1137/16m1087497","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1606.08256","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1606.08256","pdf_url":"https://arxiv.org/pdf/1606.08256","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":null,"raw_type":"text"},{"id":"mag:2467373999","is_oa":true,"landing_page_url":"https://arxiv.org/pdf/1606.08256.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.1606.08256","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1606.08256","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":"article"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1606.08256","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1606.08256","pdf_url":"https://arxiv.org/pdf/1606.08256","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":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W49956934","https://openalex.org/W1596195796","https://openalex.org/W1851463767","https://openalex.org/W1927369601","https://openalex.org/W1963952902","https://openalex.org/W1966428296","https://openalex.org/W1979524699","https://openalex.org/W1995262681","https://openalex.org/W2006105001","https://openalex.org/W2007272082","https://openalex.org/W2009104157","https://openalex.org/W2012052869","https://openalex.org/W2013979583","https://openalex.org/W2087158441","https://openalex.org/W2094527496","https://openalex.org/W2124926041","https://openalex.org/W2132600099","https://openalex.org/W2146626950","https://openalex.org/W2157098139","https://openalex.org/W2166298508","https://openalex.org/W2179584279","https://openalex.org/W2179860363","https://openalex.org/W2468556707","https://openalex.org/W2951980816","https://openalex.org/W3121382465","https://openalex.org/W4299694077"],"related_works":["https://openalex.org/W2946705144","https://openalex.org/W2964170546","https://openalex.org/W3105272581","https://openalex.org/W3105665475","https://openalex.org/W2414607822","https://openalex.org/W1966428296","https://openalex.org/W2964636739","https://openalex.org/W2756035573","https://openalex.org/W3200922031","https://openalex.org/W2087633109","https://openalex.org/W3105655021","https://openalex.org/W2962991637","https://openalex.org/W2098430518","https://openalex.org/W149780377","https://openalex.org/W2091016712","https://openalex.org/W2097988819","https://openalex.org/W2188956566","https://openalex.org/W1971038499","https://openalex.org/W226131373","https://openalex.org/W2755729946"],"abstract_inverted_index":{"This":[0,29],"article":[1,96],"is":[2,81],"concerned":[3],"with":[4,23,45,55,69],"the":[5,9,26,38,48,77,84,88,95,101,121,143],"exponential":[6,102,132],"stability":[7,103,110],"and":[8,64,117],"uniform":[10,116],"propagation":[11,122],"of":[12,15,18,31,41,87,100,105,120,123,126,146,152],"chaos":[13,124],"properties":[14,104,111,125],"a":[16],"class":[17,30,151],"extended":[19,127],"ensemble":[20,128,154],"Kalman--Bucy":[21,156],"filters":[22,33],"respect":[24,46],"to":[25,47,114,141],"time":[27],"horizon.":[28],"nonlinear":[32,42,73,107,153],"can":[34],"be":[35,142],"interpreted":[36],"as":[37],"conditional":[39],"expectations":[40],"McKean--Vlasov-type":[43],"diffusions":[44],"observation":[49],"process.":[50],"We":[51],"consider":[52],"filtering":[53],"problems":[54],"Langevin-type":[56],"signal":[57],"processes":[58],"observed":[59],"by":[60],"some":[61],"noisy":[62],"linear":[63],"Gaussian-type":[65],"sensors.":[66],"In":[67],"contrast":[68],"more":[70],"conventional":[71],"Langevin":[72],"drift":[74],"type":[75,148,155],"processes,":[76],"mean":[78],"field":[79],"interaction":[80],"encapsulated":[82],"in":[83,94],"covariance":[85],"matrix":[86],"diffusion.":[89],"The":[90],"main":[91],"results":[92,139,145],"discussed":[93],"are":[97,112],"quantitative":[98],"estimates":[99,119],"these":[106,138],"diffusions.":[108],"These":[109],"used":[113],"derive":[115],"nonasymptotic":[118],"Kalman":[129],"filters,":[130],"including":[131],"concentration":[133],"inequalities.":[134],"To":[135],"our":[136],"knowledge":[137],"seem":[140],"first":[144],"this":[147,150],"for":[149],"filters.":[157]},"counts_by_year":[{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":3}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}