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20022005
most citedStability of nonlinear filters in nonmixing case

28 citations · 28 across the 4 of their papers we have counts for

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Showing 2002Show all

2 papers · 1 filter

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…