A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains
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Publication:614127
DOI10.1214/10-AAP688zbMath1202.93159arXiv0910.3603MaRDI QIDQ614127
Pavel Chigansky, Ramon van Handel
Publication date: 27 December 2010
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0910.3603
93E11: Filtering in stochastic control theory
60J05: Discrete-time Markov processes on general state spaces
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
93D20: Asymptotic stability in control theory
93E15: Stochastic stability in control theory
37A50: Dynamical systems and their relations with probability theory and stochastic processes
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Cites Work
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- A limit theorem for partially observed Markov chains
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- Uniform observability of hidden Markov models and filter stability for unstable signals
- On Markov chains induced by partitioned transition probability matrices
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- Merging of Opinions with Increasing Information
- Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals
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