Maximum-likelihood estimation for hidden Markov models (Q1185789)

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Maximum-likelihood estimation for hidden Markov models
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    Maximum-likelihood estimation for hidden Markov models (English)
    Markov chain
    maximum-likelihood estimation
    EM algorithm
    Shannon- McMillan-Breiman theorem on entropy convergence
    hidden Markov models
    subadditive ergodic theorem
    identifiability
    Kullback-Leibler divergence