Asymptotics of controlled finite memory filters.

DOI10.1016/S0167-6911(02)00163-9zbMath1106.93341MaRDI QIDQ1853412

Rostyslav Bodnar, Łukasz Stettner

Publication date: 21 January 2003

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

Stochastic controlHilbert metricControlled Markov chainErgodic costFinite memory filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time Markov processes on general state spaces (60J05) Optimal stochastic control (93E20)

Related Items (1)

A simple formula for the Hilbert metric with respect to a sub-Gaussian cone

Cites Work

• Unnamed Item
• The Cayley-Hilbert metric and positive operators
• Ergodic control of partially observed Markov chains
• Decay of correlations

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