Time discretization of continuous-time filters and smoothers for HMM parameter estimation (Q4885688): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 06:19, 8 February 2024
scientific article; zbMATH DE number 910555
Language | Label | Description | Also known as |
---|---|---|---|
English | Time discretization of continuous-time filters and smoothers for HMM parameter estimation |
scientific article; zbMATH DE number 910555 |
Statements
Time discretization of continuous-time filters and smoothers for HMM parameter estimation (English)
0 references
12 November 1996
0 references
robust discretization
0 references
expectation maximization algorithm
0 references
continuous-time hidden Markov models
0 references
algorithms
0 references
fast-sampled homogeneous Markov chains
0 references
white Gaussian noise
0 references
robust discretization of continuous-time filters
0 references
discretization of continuous-time smoothers
0 references
Baum-Welch re-estimation equations
0 references
two-sided stochastic integrals
0 references
filter-based EM algorithm
0 references
smoother-based discrete-time EM algorithm
0 references
simulations
0 references