Application of dependence with complete connections to hidden Markov models

MaRDI QIDQ5263091zbMATH OpenFDO

Authors Cristina Anton Popescu

Publication date 10 July 2015

zbMATH Keywords

hidden Markov modelgeometric ergodicityrandom system with complete connectionsprediction filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Discrete-time Markov processes on general state spaces (60J05)

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• scientific article; zbMATH DE number 722978

Cited in

(3)

• The complete realization problem for hidden Markov models: a survey and some new results
• On convergence in distribution of the Markov chain generated by the filter kernel induced by a fully dominated hidden Markov model
• Ergodicity of hidden Markov models

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