Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals
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Publication:4652552
DOI10.1137/S0363012902416924zbMath1101.93074arXivmath/0205230OpenAlexW2072232154MaRDI QIDQ4652552
Robert Sh. Liptser, Pavel Chigansky, Peter H. Baxendale
Publication date: 28 February 2005
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0205230
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)
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