The Wonham Filter With Random Parameters: Rate of Convergence and Error Bounds

DOI10.1109/TAC.2005.864192zbMath1366.93656OpenAlexW2148315679MaRDI QIDQ5281784

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Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2005.864192

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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