This paper is concerned with a two-time-scale approximation of Wonham filters. A main feature is that the underlying hidden Markov chain has a large state ...

Abstract: This paper is concerned with approximation of Wonham filters. A focal point is that the underlying hidden Markov chain has a large state space.

Our contributions in this paper include the following: 1) presentation of a two-time-scale filter formulation;. 2) construction of a limit filter;. 3) proof of ...

This paper is concerned with approximation of Wonham filters. A focal point is that the underlying hidden Markov chain has a large state space.

This paper is concerned with approximation of Wonham filters. A focal point is that the underlying hidden Markov chain has a large state space.

Title. Two-Time-Scale Approximation for Wonham Filters ; Creators. Qing Zhang. G. George Yin. Johb B Moore ; Publication Details. IEEE transactions on information ...

This paper is concerned with a two-time-scale approximation of Wonham filters. A main feature is that the underlying hidden Markov chain has a large state ...

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Article: Two-time-scale approximation for wonham filters.

A continuous-time finite-state Markov chain observed in white noise is considered. The well-known result of Wonham filter provides a formula for obtaining.