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A Dual Characterization of the Stability of the Wonham Filter
Jin Won Kim
,
Prashant G. Mehta
Mechanical Science and Engineering
Electrical and Computer Engineering
Coordinated Science Lab
Neuroscience Program
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Dive into the research topics of 'A Dual Characterization of the Stability of the Wonham Filter'. Together they form a unique fingerprint.
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Keyphrases
Stabilizability
100%
Dual Characterization
100%
Wonham Filter
100%
Control-theoretic
66%
Dual System
33%
Ergodic
33%
Kalman Filter
33%
Nonlinear Filtering Problems
33%
Nonlinear Filter
33%
Stochastic Optimal Control Problems
33%
Proof Techniques
33%
Duality Results
33%
Filter Stability
33%
Backward Stochastic Differential Equation
33%
Mathematics
Stochastics
100%
Stochastic Differential Equation
100%
Kalman Filtering
100%
Filtering Problem
100%
Optimal Control Problem
100%
Dual System
100%
Engineering
Stabilizability
100%
Optimal Control Problem
33%
Kalman Filter
33%
Nonlinear Filtering
33%
Stochastic Differential
33%
Nonlinear Filter
33%