28 citations · 28 across the 4 of their papers we have counts for
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math.PR2004
Stability of the nonlinear filter for slowly switching Markov chains
P. Chigansky
Exponential stability of the nonlinear filtering equation is revisited, when the signal is a finite state Markov chain. An asymptotic upper bound for the filtering error due to inc…
math.PR2004
An ergodic theorem for filtering with applications to stability
P. Chigansky
Ergodic properties of the signal-filtering pair are studied for continuous time finite Markov chains, observed in white noise. The obtained law of large numbers is applied to the s…