Forgetting the initial distribution for hidden Markov models

DOI10.1016/j.spa.2008.05.007zbMath1159.93357arXivmath/0703836OpenAlexW4301257283MaRDI QIDQ1016613

Gersende Fort, Eric Moulines, Randal Douc, Pierre Priouret

Publication date: 6 May 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0703836

zbMATH Keywords

asymptotic stabilitynonlinear filteringhidden Markov modelstotal variation norm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Convergence of probability measures (60B10)

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