Exponential forgetting and geometric ergodicity in hidden Markov models

Proceedings of the IEEE Conference on Decision and Control

Volumn 1, Issue , 1997, Pages 537-542

  LeGland, Francois ^a   Mevel, Laurent ^a  

^a UNIVERSITÉ DE RENNES 1   (France)

Author keywords

[No Author keywords available]

Indexed keywords

MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; PROBABILITY; SIGNAL FILTERING AND PREDICTION;

EXPONENTIAL FORGETTING; GEOMETRIC ERGODICITY; HIDDEN MARKOV MODELS (HMM);

OBSERVABILITY;

EID: 0031358321     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (14)