Ergodicity of hidden Markov models

Mathematics of Control, Signals, and Systems

Volumn 17, Issue 4, 2005, Pages 269-296

  Di Masi, G B ^a   Stettner, Łukaz ^b  

^a UNIVERSITY OF PADOVA   (Italy)

^b INSTITUTE OF MATHEMATICS   (Poland)

Author keywords

Asymptotic stability; Invariant measures; Nonlinear filtering process

Indexed keywords

ASYMPTOTIC STABILITY; INVARIANCE; MATHEMATICAL MODELS; NONLINEAR FILTERING; OBSERVABILITY; PROBABILITY; STATE ESTIMATION;

ERGODICITY; HIDDEN MARKOV MODELS; INVARIANT MEASURES;

MARKOV PROCESSES;

EID: 27244449335     PISSN: 09324194     EISSN: 1435568X     Source Type: Journal    
DOI: 10.1007/s00498-005-0153-8     Document Type: Article

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