On filtering for a hidden Markov chain under square performance criterion

zbMath0969.93041MaRDI QIDQ1592133

Yuri K. Golubev

Publication date: 4 October 2001

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

Markov chainfilteringasymptotic formulamean-square errorrate transitions

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55)

Related Items (1)

An ergodic theorem for filtering with applications to stability

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