Ergodicity of hidden Markov models

DOI10.1007/S00498-005-0153-8zbMath1098.93036OpenAlexW1995406875MaRDI QIDQ2574183

Giovanni B. Di Masi, Łukasz Stettner

Publication date: 18 November 2005

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00498-005-0153-8

zbMATH Keywords

Asymptotic stabilityInvariant measuresNonlinear filtering process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time Markov processes on general state spaces (60J05) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)

Related Items (10)

A simple formula for the Hilbert metric with respect to a sub-Gaussian cone ⋮ A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains ⋮ Effects of statistical dependence on multiple testing under a hidden Markov model ⋮ Exponential filter stability via Dobrushin's coefficient ⋮ Ergodicity and stability of the conditional distributions of nondegenerate Markov chains ⋮ Stability of the filter with Poisson observations ⋮ Ergodicity of filtering process by vanishing discount approach ⋮ On convergence in distribution of the Markov chain generated by the filter kernel induced by a fully dominated Hidden Markov Model ⋮ The stability of conditional Markov processes and Markov chains in random environments ⋮ Long Run Control with Degenerate Observation

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