28 citations · 28 across the 4 of their papers we have counts for
Showing 2002 · math.PRShow all
2 papers · 2 filters
math.PR2002
Asymptotic stability of the Wonham filter for ergodic and nonergodic signals
P. Baxendale, P. Chigansky, R. Liptser
Stability problem of the Wonham filter with respect to initial conditions is addressed. The case of ergodic signals is revisited in view of a gap in the classic work of H. Kunita (…
math.PR2002
On exponential stability of Wonham filter
P. Chigansky, R. Liptser
We give elementary proof of a stability result concerning an exponential asymptotic () for filtering estimates generated by wrongly initialized Wonham filter. This proo…