Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/S0363012902416924
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1. Exponential stability for nonlinear filtering of diffusion processes in a noncompact domain
2. Exponential stability for nonlinear filtering
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4. Estimation and control for linear, partially observable systems with non-gaussian initial distribution
5. Markov Property and Ergodicity of the Nonlinear Filter
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