A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains

DOI10.1214/10-AAP688zbMath1202.93159arXiv0910.3603MaRDI QIDQ614127

Ramon van Handel, Pavel Chigansky

Publication date: 27 December 2010

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.3603

zbMATH Keywords

asymptotic stability; filtering; hidden Markov models; unique ergodicity

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60J05: Discrete-time Markov processes on general state spaces

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

93D20: Asymptotic stability in control theory

93E15: Stochastic stability in control theory

37A50: Dynamical systems and their relations with probability theory and stochastic processes

Related Items

On the Viterbi process with continuous state space, On the exchange of intersection and supremum of \({\sigma}\)-fields in filtering theory

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