Risk-sensitive filtering and smoothing for hidden Markov models (Q672443)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Risk-sensitive filtering and smoothing for hidden Markov models |
scientific article |
Statements
Risk-sensitive filtering and smoothing for hidden Markov models (English)
0 references
28 February 1997
0 references
Hidden Markov model
0 references
Risk-sensitive filtering
0 references
Information state
0 references
Fixed-interval smoothing
0 references
reference probability method
0 references
0 references
0 references