Finite Horizon Robust State Estimation for Uncertain Finite-Alphabet Hidden Markov Models with Conditional Relative Entropy Constraints (Q3614802)

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scientific article; zbMATH DE number 5527059
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    Finite Horizon Robust State Estimation for Uncertain Finite-Alphabet Hidden Markov Models with Conditional Relative Entropy Constraints
    scientific article; zbMATH DE number 5527059

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      Finite Horizon Robust State Estimation for Uncertain Finite-Alphabet Hidden Markov Models with Conditional Relative Entropy Constraints (English)
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      10 March 2009
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      finite-alphabet hidden Markov models
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      robust state estimation
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      conditional relative entropy constraints
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      finite horizon
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