An EM Algorithm for Markov Modulated Markov Processes
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Publication:4571542
DOI10.1109/TSP.2008.2007919zbMath1391.62155OpenAlexW1974839821MaRDI QIDQ4571542
Yariv Ephraim, W. J. J. Roberts
Publication date: 9 July 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tsp.2008.2007919
Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on discrete state spaces (60J27)
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