Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach.

Douc, Randal, Moulines, Eric, and Ritov, Yaacov. "Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach.." Electronic Journal of Probability [electronic only] 14 (2009): 27-49. <http://eudml.org/doc/231476>.

@article{Douc2009,
author = {Douc, Randal, Moulines, Eric, Ritov, Yaacov},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {hidden Markov chain; stability; non-linear filtering; coupling},
language = {eng},
pages = {27-49},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach.},
url = {http://eudml.org/doc/231476},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Douc, Randal
AU - Moulines, Eric
AU - Ritov, Yaacov
TI - Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach.
JO - Electronic Journal of Probability [electronic only]
PY - 2009
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 14
SP - 27
EP - 49
LA - eng
KW - hidden Markov chain; stability; non-linear filtering; coupling
UR - http://eudml.org/doc/231476
ER -