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It is assumed that the chain is irreducible and aperiodic. Let the observations \\(\\{y_n^{\\varepsilon }\\}_{n=1}^{\\infty }\\), given \\(\\{X_n^{\\varepsilon }\\}_{n=1}^{\\infty }\\), be independent, with \\(P\\left (y_n^{\\varepsilon }\\in dx |\\{X_i^{\\varepsilon }\\}_{n=1}^{\\infty }\\right )=P\\left (y_n^{\\varepsilon }\\in dx|X_n^{\\varepsilon }\\right )\\), \\(P\\left (y_n^{\\varepsilon }\\in dx|X_n^{\\varepsilon }=i\\right )=\\mu _i(dx)\\). Define \\({\\mathcal F}_{y,n}= \\sigma \\{y_i^{\\varepsilon }, 1\\leq i\\leq n\\}\\). The filtering means to find the best estimator \\(\\tilde X_n\\) for \\(X_n^{\\varepsilon }\\) given \\({\\mathcal F}_{y,n}\\). The authors present asymptotic formulas for the filtering error \\(P_e^{\\varepsilon , n}= E\\left (1_{X_n^{\\varepsilon }\\neq \\tilde X_n}\\right )\\). Asymptotically optimal filters are also introduced, which do not depend on the transition rates of the 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