Regular and Singular Perturbations in the Filtering of a Markov Chain.

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dc.contributor.authorMarchetti, Charlesen_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T09:38:14Z
dc.date.available2007-05-23T09:38:14Z
dc.date.issued1987en_US
dc.description.abstractWe obtain an asymptotic expansion of the conditional distribution for a homogeneous Markov chain in the filtering problem. In a first case, we consider a regular perturbation situation, and in a second case, a singular perturbation situation, according the time scale of the scale of the observe process. In all cases, we obtain an asymptotic expansion which the terms are calculated easier by decentralization and aggregation.en_US
dc.format.extent648769 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/4625
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1987-117en_US
dc.titleRegular and Singular Perturbations in the Filtering of a Markov Chain.en_US
dc.typeTechnical Reporten_US

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