Hidden Markov Models and Dynamical Systems

DOI10.1137/1.9780898717747zbMath1156.62065OpenAlexW2008104558MaRDI QIDQ3531269

Andrew Fraser

Publication date: 22 October 2008

Full work available at URL: https://semanticscholar.org/paper/1e5e62eb190304aa8cd6680512fc31c33b41ba4f

zbMATH Keywords

discrete-time systemsEM algorithmKalman filteringstochastic dynamical systemscontinuous state space systemsdiscrete-state systemshidden Markov analysis

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Markov processes: estimation; hidden Markov models (62M05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Inference from stochastic processes (62M99) Numerical analysis or methods applied to Markov chains (65C40) Applications of dynamical systems (37N99) Random dynamical systems (37H99) Research exposition (monographs, survey articles) pertaining to dynamical systems and ergodic theory (37-02)

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