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Exponential Forgetting and Geometric Ergodicity in Hidden Markov Models
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Exponential Forgetting and Geometric Ergodicity in Hidden Markov Models
Exponential Forgetting and Geometric Ergodicity in Hidden Markov Models
FG
Francçois Le Gland
Francçois Le Gland
LM
Laurent Mevel
Laurent Mevel
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1 February 2000
journal article
Published by
Springer Nature
in
Mathematics of Control, Signals, and Systems
Vol. 13
(1)
,
63-93
https://doi.org/10.1007/pl00009861
Abstract
No abstract available
Keywords
KEY WORDS. HMM
MISSPECIFIED MODEL
PREDICTION FILTER
EXPONENTIAL FORGETTING
GEOMETRIC ERGODICITY
PRODUCT OF RANDOM MATRICES.
Cited by 88 articles