Pavel Chigansky

According to our database, Pavel Chigansky authored at least 10 papers between 2004 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics.

Danielle Afterman, Pavel Chigansky, Marina L. Kleptsyna, Dmytro A. Marushkevych

SIAM J. Control. Optim., 2022

2020

Asymptotic Accuracy in Estimation of a Fractional Signal in a Small White Noise.

Marina L. Kleptsyna, Dmytro A. Marushkevych, Pavel Yu. Chigansky

Autom. Remote. Control., 2020

2016

On the emergence of random initial conditions in fluid limits.

A. D. Barbour, Pavel Chigansky, Fima C. Klebaner

J. Appl. Probab., 2016

2011

The Euler-Maruyama approximation for the absorbtion times

Pavel Chigansky, Fima C. Klebaner

CoRR, 2011

2009

On the Stability of Positive Linear Switched Systems Under Arbitrary Switching Laws.

Lior Fainshil, Michael Margaliot, Pavel Chigansky

IEEE Trans. Autom. Control., 2009

A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains

Pavel Chigansky, Ramon van Handel

CoRR, 2009

2006

On Filtering of Markov Chains in Strong Noise.

Pavel Chigansky

IEEE Trans. Inf. Theory, 2006

An ergodic theorem for filtering with applications to stability.

Pavel Chigansky

Syst. Control. Lett., 2006

2005

Stability of the nonlinear filter for slowly switching HMM.

Pavel Chigansky

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

2004

Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals.

Peter Baxendale, Pavel Chigansky, Robert Sh. Liptser

SIAM J. Control. Optim., 2004