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Pavel Chigansky
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2020 – today
- 2022
- [j7]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): 1463-1487 (2022) - 2020
- [j6]Marina L. Kleptsyna, Dmytro A. Marushkevych, Pavel Yu. Chigansky:
Asymptotic Accuracy in Estimation of a Fractional Signal in a Small White Noise. Autom. Remote. Control. 81(3): 411-429 (2020)
2010 – 2019
- 2016
- [j5]A. D. Barbour, Pavel Chigansky, Fima C. Klebaner
:
On the emergence of random initial conditions in fluid limits. J. Appl. Probab. 53(4): 1193-1205 (2016) - 2011
- [i2]Pavel Chigansky, Fima C. Klebaner:
The Euler-Maruyama approximation for the absorbtion times. CoRR abs/1108.0307 (2011)
2000 – 2009
- 2009
- [j4]Lior Fainshil, Michael Margaliot, Pavel Chigansky:
On the Stability of Positive Linear Switched Systems Under Arbitrary Switching Laws. IEEE Trans. Autom. Control. 54(4): 897-899 (2009) - [i1]Pavel Chigansky, Ramon van Handel:
A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains. CoRR abs/0910.3603 (2009) - 2006
- [j3]Pavel Chigansky:
An ergodic theorem for filtering with applications to stability. Syst. Control. Lett. 55(11): 908-917 (2006) - [j2]Pavel Chigansky:
On Filtering of Markov Chains in Strong Noise. IEEE Trans. Inf. Theory 52(9): 4267-4272 (2006) - 2005
- [c1]Pavel Chigansky:
Stability of the nonlinear filter for slowly switching HMM. CDC/ECC 2005: 542-547 - 2004
- [j1]Peter Baxendale, Pavel Chigansky, Robert Sh. Liptser:
Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals. SIAM J. Control. Optim. 43(2): 643-669 (2004)
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