Exponential forgetting and geometric ergodicity in hidden Markov models

Mathematics of Control, Signals, and Systems

Volumn 13, Issue 1, 2000, Pages 63-93

  Le Gland, François ^a   Mevel, Laurent ^a  

^a CAMPUS DE BEAULIEU   (France)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL MODELS; MATRIX ALGEBRA;

EXPONENTIAL FORGETTING; GEOMETRIC ERGODICITY; HIDDEN MARKOV MODEL (HMM); PREDICTION FILTERS;

MARKOV PROCESSES;

EID: 0033889380     PISSN: 09324194     EISSN: None     Source Type: Journal    
DOI: 10.1007/PL00009861     Document Type: Article

References (19)

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