Exponential forgetting and geometric ergodicity in state-space models

Vladislav Z. B. Tadic, Arnaud Doucet. Exponential forgetting and geometric ergodicity in state-space models. In 41st IEEE Conference on Decision and Control, CDC 2002, Las Vegas, NV, USA, December 10-13, 2002. pages 2231-2235, IEEE, 2002. [doi]

Authors

Vladislav Z. B. Tadic

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Arnaud Doucet

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