Pavel Chigansky

Publication Activity (10 Years)

Years Active: 2004-2022
Publications (10 Years): 2

Top Topics

Linear Filtering

Top Venues

J. Appl. Probab.

SIAM J. Control. Optim.

Publications

Danielle Afterman, Pavel Chigansky, Marina L. Kleptsyna, Dmytro A. Marushkevych
Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics. SIAM J. Control. Optim. 60 (3) (2022)
A. D. Barbour, Pavel Chigansky, Fima C. Klebaner
On the emergence of random initial conditions in fluid limits. J. Appl. Probab. 53 (4) (2016)
Pavel Chigansky, Fima C. Klebaner
The Euler-Maruyama approximation for the absorbtion times CoRR (2011)
Pavel Chigansky, Ramon van Handel
A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains CoRR (2009)
Lior Fainshil, Michael Margaliot, Pavel Chigansky
On the Stability of Positive Linear Switched Systems Under Arbitrary Switching Laws. IEEE Trans. Autom. Control. 54 (4) (2009)
Pavel Chigansky
On Filtering of Markov Chains in Strong Noise. IEEE Trans. Inf. Theory 52 (9) (2006)
Pavel Chigansky
An ergodic theorem for filtering with applications to stability. Syst. Control. Lett. 55 (11) (2006)
Pavel Chigansky
Stability of the nonlinear filter for slowly switching HMM. CDC/ECC (2005)
Peter Baxendale, Pavel Chigansky, Robert Sh. Liptser
Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals. SIAM J. Control. Optim. 43 (2) (2004)