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math.PR2019
Exponential Filter Stability via Dobrushin's Coefficient
Curtis McDonald, Serdar Yuksel
Filter stability is a classical problem in the study of partially observed Markov processes (POMP), also known as hidden Markov models (HMM). For a POMP, an incorrectly initialized…
math.PR2018
Stochastic Observability and Filter Stability under Several Criteria
Curtis McDonald, Serdar Yuksel
Despite being a foundational concept of modern systems theory, there have been few studies on observability of non-linear stochastic systems under partial observations. In this pap…