书目名称 | Hidden Markov Models | 副标题 | Estimation and Contr | 编辑 | Robert J. Elliott,John B. Moore,Lakhdar Aggoun | 视频video | | 概述 | Includes supplementary material: | 丛书名称 | Stochastic Modelling and Applied Probability | 图书封面 |  | 描述 | .As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics. ..In Chapter 2 the derivation of the basic filters related to the Markov chain are each presented explicitly, rather than as special cases of one general filter. Furthermore, equations for smoothed estimates are given. The dynamics for the Kalman filter are derived as special cases of the authors’ general results and new expressions for a Kalman smoother are given. The Chapters on the control of Hidden Markov Chains are expanded and clarified. The revised Chapter 4 includes state estimation for discrete time Markov processes and Chapter 12 has a new section on robust control... | 出版日期 | Book 1995 | 关键词 | 93E11, 93E20, 60G35, 60H30; EM algorithm; Hidden Markov chains; filtering; parameter estimation; stochast | 版次 | 1 | doi | https://doi.org/10.1007/978-0-387-84854-9 | isbn_softcover | 978-1-4419-2841-2 | isbn_ebook | 978-0-387-84854-9Series ISSN 0172-4568 Series E-ISSN 2197-439X | issn_series | 0172-4568 | copyright | Springer-Verlag New York 1995 |
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