A Dual Characterization of the Stability of the Wonham Filter
Author:
Affiliation:
1. University of Illinois at Urbana-Champaign (UIUC),Coordinated Science Laboratory and the Department of Mechanical Science and Engineering
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/9682670/9682776/09683325.pdf?arnumber=9683325
Reference20 articles.
1. Observability and Filter Stability for Partially Observed Markov Processes
2. The Conditional Poincaré Inequality for Filter Stability
3. What is the Lagrangian for Nonlinear Filtering?
4. An Optimal Control Derivation of Nonlinear Smoothing Equations
5. A Dual Characterization of Observability for Stochastic Systems
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