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

Keyphrases

• Hidden Markov Chain 100%
• General State Space 100%
• Coupling Approach 100%
• Hidden Markov Model 50%
• Kalman Filter 50%
• Approximation Methods 50%
• Covering Model 50%
• Particle Filter 50%
• Exponential Forgetting 50%
• Asymptotic Properties of Estimators 50%
• Gaussian Process State-space Model 50%
• Markov Kernel 50%

Mathematics

• Initial Condition 100%
• Markov Chain 100%
• Gaussian Distribution 50%
• Hidden Markov Model 50%
• Kalman Filtering 50%
• Space Model 50%
• Asymptotic Property of Estimators 50%
• Markov Kernel 50%