Asymptotic stability of the Wonham filter: Ergodic and nonergodic signals

SIAM Journal on Control and Optimization

Volumn 43, Issue 2, 2005, Pages 643-669

  Baxendale, Peter ^a   Chigansky, Pavel ^b   Liptser, Robert ^b  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b TEL AVIV UNIVERSITY   (Israel)

Author keywords

Nonlinear filtering; Stability; Wonham filter

Indexed keywords

COMPUTATION THEORY; FUNCTIONS; MARKOV PROCESSES; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; MATRIX ALGEBRA; PROBABILITY; PROBLEM SOLVING; RANDOM PROCESSES; SIGNAL PROCESSING; SYSTEM STABILITY; VECTORS;

ERGODIC SIGNALS; EXPONENTIAL STABILITY; SCALAR MATRIX; WONHAM FILTERS;

NONLINEAR FILTERING;

EID: 16244416202     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012902416924     Document Type: Article

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