Stability of the nonlinear filter for slowly switching Markov chains
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Publication:2507647
DOI10.1016/j.spa.2006.02.007zbMath1108.93069arXivmath/0411596MaRDI QIDQ2507647
Publication date: 5 October 2006
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0411596
stability; Lyapunov exponents; nonlinear filtering; Hidden Markov models; Kullback-Leibler relative entropy
93E11: Filtering in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
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