"Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals."

Peter Baxendale, Pavel Chigansky, Robert Sh. Liptser (2004)

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DOI: 10.1137/S0363012902416924

access: closed

type: Journal Article

metadata version: 2020-07-09

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Peter Baxendale, Pavel Chigansky, Robert Sh. Liptser:
Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals. SIAM J. Control. Optim. 43(2): 643-669 (2004)

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