Exponential stability of filters and smoothers for hidden Markov models

DOI10.1109/78.705429zbMath0978.93077OpenAlexW2169872491MaRDI QIDQ2724252

Louis Shue, Subhrakanti Dey, Brian D. O. Anderson

Publication date: 7 February 2002

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: http://mural.maynoothuniversity.ie/12732/1/SD_exponential.pdf

zbMATH Keywords

exponential forgettingexponential stabilityfilteringKalman filteringhidden Markov modelsfixed-lag smoothing

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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