Exponential filter stability via Dobrushin’s coefficient
Work
Year: 2020
Type: article
Abstract: Filter stability is a classical problem in the study of partially observed Markov processes (POMP), also known as hidden Markov models (HMM). For a POMP, an incorrectly initialized non-linear filter i... more
Authors Curtis McDonald, Serdar Yüksel
Institutions Yale University, Queen's University
Cites: 13
Cited by: 17
Related to: 10
FWCI: 1.545
Citation percentile (by year/subfield): 99.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
APC paid (est): $675