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

页码：149 / 157

页数：9

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