The wonham filter with random parameters: rate of convergence and error bounds.

Xin Guo George Yin

Published in: IEEE Trans. Autom. Control. (2006)

Keyphrases

error bounds
theoretical analysis
finite sample
worst case
parameter values
maximum likelihood
number of iterations required
parameter estimation
initial conditions
parameter settings
transfer function
genetic algorithm
special case
upper bound
denoising
particle swarm optimization