Exponential filter stability via Dobrushin’s coefficient
نویسندگان
چکیده
منابع مشابه
On Exponential Stability of Wonham Filter
In [1], Atar and Zeitouni established an exponential asymptotic (in t → ∞) rate of convergence for the distance between differently initialized filter outputs when a signal is Markov process valued in a finite state space for both the discrete and continuous time cases (see related topic in [2]). In this note, we discuss only continuous time case1 and deal with exponential stability of the Wonh...
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2020
ISSN: 1083-589X
DOI: 10.1214/20-ecp333