Two-Time-Scale Approximation for Wonham Filters

DOI10.1109/TIT.2007.894676zbMATH Open1316.62139MaRDI QIDQ3548836FDOQ3548836

Authors: John Moore, Q. Zhang, G. Yin 

Publication date: 21 December 2008

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

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Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (4)

• On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
• Two-time-scale Hybrid Filters: Near Optimality
• Discrete-time approximation of Wonham filters
• Title not available (Why is that?)

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