Forgetting of the initial condition for the filter in general state-space hidden Markov chain: A coupling approach

Electronic Journal of Probability

Volumn 14, Issue , 2009, Pages 27-49

  Douc, Randal ^a   Moulines, Eric ^b   Ritov, Ya’acov ^c  

^a TELECOM SUDPARIS   (France)

^b Centre National de la Recherche Scientifique   (France)

^c HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

Coupling; Hidden Markov chain; Non linear filtering; Stability

Indexed keywords

EID: 59249098696     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v14-593     Document Type: Article

References (17)

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