Stability of the nonlinear filter for slowly switching Markov chains

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Exponential stability of the nonlinear filtering equation is revisited, when the signal is a finite state Markov chain. An asymptotic upper bound for the filtering error due to incorrect initial condition is derived in the case of slowly switching signal.
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Probability, Dynamical Systems, 93E11, 60J57

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http://salesiana.dossiersoluciones.com/handle/123456789/100956

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0411596
 http://arxiv.org/abs/math/0411596
 Stochastic Process. Appl., 116 (2006) 8, pp 1185--1194

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arXiv