Exponential forgetting and geometric ergodicity in hidden Markov models
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Publication:1975240
DOI10.1007/PL00009861zbMath0941.93053OpenAlexW2157721994MaRDI QIDQ1975240
Laurent Mevel, François Le Gland
Publication date: 24 July 2000
Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/pl00009861
exponential forgettinghidden Markov modelsprediction filtermisspecified modelproduct of random matrices
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