Stability of the nonlinear filter for slowly switching Markov chains

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dc.creatorChigansky, P.
dc.date2004-11-26
dc.date2006-07-17
dc.date.accessioned2026-07-07T06:39:05Z
dc.date.available2026-07-07T06:39:05Z
dc.descriptionExponential 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.
dc.descriptionthe final version
dc.identifierhttps://arxiv.org/abs/math/0411596
dc.identifierhttp://arxiv.org/abs/math/0411596
dc.identifierStochastic Process. Appl., 116 (2006) 8, pp 1185--1194
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/100956
dc.subjectProbability
dc.subjectDynamical Systems
dc.subject93E11, 60J57
dc.titleStability of the nonlinear filter for slowly switching Markov chains
dc.typetext

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