On exponential stability of Wonham filter

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dc.creatorChigansky, P.
dc.creatorLiptser, R.
dc.date2002-04-22
dc.date.accessioned2026-07-07T04:47:58Z
dc.date.available2026-07-07T04:47:58Z
dc.descriptionWe give elementary proof of a stability result concerning an exponential asymptotic ($t\to\infty$) for filtering estimates generated by wrongly initialized Wonham filter. This proof is based on new exponential bound having independent interest.
dc.description6 pages
dc.identifierhttps://arxiv.org/abs/math/0204263
dc.identifierhttp://arxiv.org/abs/math/0204263
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/63876
dc.subjectProbability
dc.subjectOptimization and Control
dc.subject93E11; 60J57
dc.titleOn exponential stability of Wonham filter
dc.typetext

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