Forgetting the initial distribution for Hidden Markov Models

Stochastic Processes and their Applications

Volumn 119, Issue 4, 2009, Pages 1235-1256

  Douc, R ^a   Fort, G ^b   Moulines, E ^b   Priouret, P ^c  

^a CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

^b INSTITUT TELECOM   (France)

^c SORBONNE UNIVERSITÉ   (France)

Author keywords

Asymptotic stability; Hidden Markov models; Nonlinear filtering; Total variation norm

Indexed keywords

ASYMPTOTIC ANALYSIS; ASYMPTOTIC STABILITY; COMPUTATIONAL GRAMMARS; NONLINEAR FILTERING; OBJECT RECOGNITION; STOCHASTIC MODELS;

DISCRETE HIDDEN MARKOV MODELS; GEOMETRIC RATES; NONLINEAR STATE SPACE MODELS; STOCHASTIC VOLATILITY MODELS; TOTAL VARIATION NORM; TOTAL VARIATIONS;

HIDDEN MARKOV MODELS;

EID: 61849151919     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2008.05.007     Document Type: Article

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