On exponential stability of Wonham filter
概率论
2007-05-23 v1 最优化与控制
摘要
We give elementary proof of a stability result concerning an exponential asymptotic () for filtering estimates generated by wrongly initialized Wonham filter. This proof is based on new exponential bound having independent interest.
引用
@article{arxiv.math/0204263,
title = {On exponential stability of Wonham filter},
author = {P. Chigansky and R. Liptser},
journal= {arXiv preprint arXiv:math/0204263},
year = {2007}
}
备注
6 pages