Forgetting the initial distribution for Hidden Markov Models
نویسندگان
چکیده
منابع مشابه
Forgetting of the initial distribution for Hidden Markov Models
The forgetting of the initial distribution for discrete Hidden Markov Models (HMM) is addressed: a new set of conditions is proposed, to establish the forgetting property of the filter, at a polynomial and geometric rate. Both a pathwise-type convergence of the total variation distance of the filter started from two different initial distributions , and a convergence in expectation are consider...
متن کاملM ar 2 00 7 Forgetting of the initial distribution for Hidden Markov Models 1
The forgetting of the initial distribution for discrete Hidden Markov Models (HMM) is addressed: a new set of conditions is proposed, to establish the forgetting property of the filter, at a polynomial and geometric rate. Both a pathwise-type convergence of the total variation distance of the filter started from two different initial distributions , and a convergence in expectation are consider...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2009
ISSN: 0304-4149
DOI: 10.1016/j.spa.2008.05.007