@inproceedings{afe392bc7a0549e383313633dc8695f4,
title = "Exponential stability of filters and smoothers for Hidden Markov Models",
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.",
keywords = "Estimation, Stability, Stochastic",
author = "L. Shue and Anderson, {B. D.O.} and S. Dey",
year = "1997",
month = apr,
day = "8",
doi = "10.23919/ecc.1997.7082233",
language = "English",
series = "ECC 1997 - European Control Conference",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "1025--1030",
booktitle = "ECC 1997 - European Control Conference",
address = "United States",
note = "4th European Control Conference, ECC 1997 ; Conference date: 01-07-1997 Through 04-07-1997",
}