most citedForgetting of the initial distribution for Hidden Markov Models

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math.ST2007★ 1 cited

Forgetting of the initial distribution for Hidden Markov Models

Randal Douc, Gersende Fort, Eric Moulines +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 fi…