Exponential stability of filters and smoothers for hidden Markov models (Q2724252)

From MaRDI portal





scientific article; zbMATH DE number 1616093
Language Label Description Also known as
English
Exponential stability of filters and smoothers for hidden Markov models
scientific article; zbMATH DE number 1616093

    Statements

    Exponential stability of filters and smoothers for hidden Markov models (English)
    0 references
    0 references
    0 references
    0 references
    7 February 2002
    0 references
    filtering
    0 references
    fixed-lag smoothing
    0 references
    hidden Markov models
    0 references
    Kalman filtering
    0 references
    exponential stability
    0 references
    exponential forgetting
    0 references

    Identifiers