| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1157122 | Stochastic Processes and their Applications | 2006 | 10 Pages |
Abstract
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 an incorrect initial condition is derived in the case of a slowly switching signal.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Pavel Chigansky,