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]
@article{BaxendaleCL04,
title = {Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals},
author = {Peter Baxendale and Pavel Chigansky and Robert Sh. Liptser},
year = {2004},
doi = {10.1137/S0363012902416924},
url = {http://dx.doi.org/10.1137/S0363012902416924},
researchr = {https://researchr.org/publication/BaxendaleCL04},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {43},
number = {2},
pages = {643-669},
}