Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
752779 | Systems & Control Letters | 2009 | 6 Pages |
Abstract
In this paper we introduce a method for estimating the parameters of a Hidden Markov Model in a discrete time framework, based on new extensions of the Viterbi algorithm. We consider a model in which both the hidden states and observations take values in a finite state space. Recursive estimates are obtained using measure change methods.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Robert J. Elliott, Jia Deng,