Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals

Peter Baxendale, Pavel Chigansky, Robert Sh. Liptser. Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals. SIAM J. Control and Optimization, 43(2):643-669, 2004. [doi]

Abstract

Abstract is missing.