Stability of the nonlinear filter for slowly switching HMM

Pavel Chigansky

doi:10.1109/CDC.2005.1582212

Stability of the nonlinear filter for slowly switching HMM

Pavel Chigansky^*

^*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

Stability of the nonlinear filtering equation is revisited in the case, when the signal is a finite state space Markov chain with slow transitions rate. The derived formulae reveal surprising properties of the stability exponent.

Original language	English
Title of host publication	Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
Pages	542-547
Number of pages	6
DOIs	https://doi.org/10.1109/CDC.2005.1582212
State	Published - 2005
Externally published	Yes
Event	44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05 - Seville, Spain Duration: 12 Dec 2005 → 15 Dec 2005

Publication series

Name	Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
Volume	2005

Conference

Conference	44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
Country/Territory	Spain
City	Seville
Period	12/12/05 → 15/12/05

Access to Document

10.1109/CDC.2005.1582212

Cite this

Chigansky, P. (2005). Stability of the nonlinear filter for slowly switching HMM. In Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05 (pp. 542-547). Article 1582212 (Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05; Vol. 2005). https://doi.org/10.1109/CDC.2005.1582212

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title = "Stability of the nonlinear filter for slowly switching HMM",

abstract = "Stability of the nonlinear filtering equation is revisited in the case, when the signal is a finite state space Markov chain with slow transitions rate. The derived formulae reveal surprising properties of the stability exponent.",

author = "Pavel Chigansky",

year = "2005",

doi = "10.1109/CDC.2005.1582212",

language = "אנגלית",

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series = "Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05",

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booktitle = "Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05",

note = "44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05 ; Conference date: 12-12-2005 Through 15-12-2005",

}

Chigansky, P 2005, Stability of the nonlinear filter for slowly switching HMM. in Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05., 1582212, Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05, vol. 2005, pp. 542-547, 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05, Seville, Spain, 12/12/05. https://doi.org/10.1109/CDC.2005.1582212

Stability of the nonlinear filter for slowly switching HMM. / Chigansky, Pavel.
Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05. 2005. p. 542-547 1582212 (Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05; Vol. 2005).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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Stability of the nonlinear filter for slowly switching HMM

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