Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach (Q1039093)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach |
scientific article |
Statements
Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach (English)
0 references
20 November 2009
0 references
hidden Markov chain
0 references
stability
0 references
non-linear filtering
0 references
coupling
0 references