Weak Convergence of Hybrid Filtering Problems Involving Nearly Completely Decomposable Hidden Markov Chains

G. Yin, S. Dey. Weak Convergence of Hybrid Filtering Problems Involving Nearly Completely Decomposable Hidden Markov Chains. SIAM J. Control and Optimization, 41(6):1820-1842, 2003. [doi]

Abstract

Abstract is missing.