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20222026
most citedAn interacting particle system for the front of an epidemic advancing through a susceptible population

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math.ST2023

Exponential contractions and robustness for approximate Wonham filters

Samuel N. Cohen, Eliana Fausti

We consider the problem of estimating the state of a continuous-time Markov chain from noisy observations. We show that the corresponding optimal filter is strictly contracting pat…