Hypoellipticity and ergodicity of the Wonham filter as a diffusion process
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Publication:647497
DOI10.1007/s00245-010-9129-2zbMath1232.93088OpenAlexW2002944115MaRDI QIDQ647497
Yûsuke Watanabe, Takashi Tamura
Publication date: 23 November 2011
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-010-9129-2
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Observability (93B07) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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