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Exponential Forgetting and Geometric Ergodicity in Hidden Markov Models

2000154 citationsJournal Article

Authors

François Le Gland · Institut de Recherche en Informatique et Systèmes Aléatoires

Laurent Mevel · Institut de Recherche en Informatique et Systèmes Aléatoires

Topics & Keywords

Markov Chains and Monte Carlo Methods Bayesian Methods and Mixture Models Random Matrices and Applications

Publication Details

Published in: Mathematics of Control Signals and Systems

Volume 13, Issue 1, pp. 63-93

DOI: 10.1007/pl00009861

Field-Weighted Citation Impact: 8.13

Exponential Forgetting and Geometric Ergodicity in Hidden Markov Models | Researchclopedia