Article ID Journal Published Year Pages File Type
752779 Systems & Control Letters 2009 6 Pages PDF
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.

Keywords
Related Topics
Physical Sciences and Engineering Engineering Control and Systems Engineering
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A Viterbi smoother for discrete state space model
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