• Title of article

    Asymptotic filtering for finite state Markov chains

  • Author/Authors

    Khasminskii، نويسنده , , Rafail and Zeitouni، نويسنده , , Ofer، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1996
  • Pages
    10
  • From page
    1
  • To page
    10
  • Abstract
    Asymptotic formulae for the optimal filtering error for finite state space Markov chains observed in independent noise are presented. Asymptotically optimal simple filters, which do not depend on the transition rates of the chain, are also presented.
  • Keywords
    Nonlinear filtering , Markov chains , Hypothesis testing
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    1996
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1575900

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1575900