Forgetting of the initial distribution for nonergodic hidden Markov chains (Q1958495)
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scientific article; zbMATH DE number 5795066
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| default for all languages | No label defined |
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| English | Forgetting of the initial distribution for nonergodic hidden Markov chains |
scientific article; zbMATH DE number 5795066 |
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Forgetting of the initial distribution for nonergodic hidden Markov chains (English)
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4 October 2010
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nonlinear filtering
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forgetting of the initial distribution
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nonergodic hidden Markov chains
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Feynman-Kac semigroup
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0.9306461811065674
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0.8561731576919556
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0.8373768925666809
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0.7773435711860657
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