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

DOI10.1214/10-AAP688zbMath1202.93159arXiv0910.3603OpenAlexW3105803595MaRDI QIDQ614127

Pavel Chigansky, Ramon van Handel

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 stabilityfilteringhidden Markov modelsunique ergodicity

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Related Items (7)

Ergodicity, Decisions, and Partial Information ⋮ On the exchange of intersection and supremum of \({\sigma}\)-fields in filtering theory ⋮ Exponential filter stability via Dobrushin's coefficient ⋮ On the Viterbi process with continuous state space ⋮ On convergence in distribution of the Markov chain generated by the filter kernel induced by a fully dominated Hidden Markov Model ⋮ Exponential forgetting of smoothing distributions for pairwise Markov models ⋮ Long Run Control with Degenerate Observation

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• Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals

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