MEASURE CHANGE ESTIMATES FOR HIDDEN MARKOV-MODELS

被引：1
|
作者：
ELLIOTT, RJ [1 ]
机构：
[1] UNIV ALBERTA,DEPT STAT & APPL PROBABIL,EDMONTON T6G 1X5,AB,CANADA
来源：
SYSTEMS & CONTROL LETTERS | 1994年 / 23卷 / 02期
基金：
加拿大自然科学与工程研究理事会;
关键词：
HIDDEN MARKOV MODEL; DISCRETE ADAPTIVE FILTER; PARAMETER ESTIMATION; QUANTIZED OBSERVATIONS;
D O I：
10.1016/0167-6911(94)90044-2
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Using a change of measure, the finite state observation process of a Markov chain is transformed into a sequence of independent random variables. By computing unnormalized conditional estimates under the new measure, simple, recursive formulae are obtained.
引用
收藏
页码：149 / 157
页数：9
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