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Shue, L., Anderson, B.D.O. and Dey, Subhrakanti (1998) Exponential stability of filters and smoothers for hidden markov models. IEEE Transactions on Signal Processing, 46 (8). pp. 2180-2194. ISSN 1053-587X
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Abstract
In this paper, we address the problem of exponential stability of filters and fixed-lag smoothers for discrete-time
and discrete-state Hidden Markov Models (HMMs). By
appealing to a generalised Perron-Frobenius result for
nonnegative matrices, we demonstrate exponential forgetting for both the recursive filters and smoothers, and
obtain overbounds on the rate of forgetting. Simulation
studies are carried out to substantiate the results.
| Item Type: | Article |
|---|---|
| Keywords: | Stochastic; Stability; Estimation; |
| Academic Unit: | Faculty of Science and Engineering > Electronic Engineering |
| Item ID: | 12732 |
| Identification Number: | 10.1109/78.705429 |
| Depositing User: | Subhrakanti Dey |
| Date Deposited: | 09 Apr 2020 10:14 |
| Journal or Publication Title: | IEEE Transactions on Signal Processing |
| Publisher: | Institute of Electrical and Electronics Engineers |
| Refereed: | Yes |
| Related URLs: | |
| URI: | https://mural.maynoothuniversity.ie/id/eprint/12732 |
| Use Licence: | This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available here |
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