  The nonlinear filtering equation is said to be stable if it ``forgets'' the
initial condition. It is known that the filter might be unstable even if the
signal is an ergodic Markov chain. In general, the filtering stability requires
stronger signal ergodicity provided by the, so called, mixing condition. The
latter is formulated in terms of the transition probability density of the
signal. The most restrictive requirement of the mixing condition is the uniform
positiveness of this density. We show that it might be relaxed regardless of an
observation process structure.
