Hidden Markov Models and Dynamical Systems

DOI10.1137/1.9780898717747MaRDI QIDQ3531269zbMATH OpenOpenAlexFDO

Authors Andrew Fraser

Publication date 22 October 2008

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

zbMATH Keywords

continuous state space systemsdiscrete-state systemsdiscrete-time systemsEM algorithmhidden Markov analysisKalman filteringstochastic dynamical systems

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to dynamical systems and ergodic theory (37-02) Random dynamical systems (37H99) Applications of dynamical systems (37N99) 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) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes (62M99) Numerical analysis or methods applied to Markov chains (65C40)

Recommendations

• scientific article; zbMATH DE number 722978
• Inference in hidden Markov models.
• Hidden Markov models. Theory and implementation using MATLAB
• Hidden semi-Markov models. Theory, algorithms and applications
• scientific article; zbMATH DE number 1549898

Cited in

(15)

• Dynamics of Bayesian updating with dependent data and misspecified models
• Effectiveness assessment of cyber-physical systems
• Dynamic asset allocation for varied financial markets under regime switching framework
• A computational framework for dynamic data-driven material damage control, based on Bayesian inference and model selection
• Entropies from Markov models as complexity measures of embedded attractors
• Dynamic allocations for currency futures under switching regimes signals
• Explore Intrinsic Geometry of Sleep Dynamics and Predict Sleep Stage by Unsupervised Learning Techniques
• Hidden semi-Markov models. Theory, algorithms and applications
• scientific article; zbMATH DE number 722978 (Why is no real title available?)
• Chaotic sequences for noisy environments
• scientific article; zbMATH DE number 832723 (Why is no real title available?)
• Hidden Markov models. Theory and implementation using MATLAB
• An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula
• Estimate exponential memory decay in hidden Markov model and its applications to inference
• A review of symbolic dynamics and symbolic reconstruction of dynamical systems

This page was built for publication: Hidden Markov Models and Dynamical Systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3531269)