A Strong Separation Principle for Stochastic Control Systems Driven by a Hidden Markov Model
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/S0363012992232233
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1. Quadratic Approximation by Linear Systems Controlled From Partial Observations
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5. Asymptotic behavior of the nonlinear filtering errors of Markov processes
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