%0 Journal Article
%T On exponential stability of Wonham filter
%A P. Chigansky
%A R. Liptser
%J Mathematics
%D 2002
%I arXiv
%X We give elementary proof of a stability result concerning an exponential asymptotic ($t\to\infty$) for filtering estimates generated by wrongly initialized Wonham filter. This proof is based on new exponential bound having independent interest.
%U http://arxiv.org/abs/math/0204263v1