Optimal Smoothing for Finite State Hidden Reciprocal Processes

DOI10.1109/TAC.2011.2141510MaRDI QIDQ5347843zbMATH OpenFDO

Authors Langford B. White, Francesco Carravetta

Publication date 25 August 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2011.2141510

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Data smoothing in stochastic control theory (93E14)

Cited in

(8)

• Reverse time differentiation and smoothing formulae for a finite state Markov process
• Syntactic stochastic processes: definitions, models, and related inference problems
• Recursive smoothers for hidden discrete-time Markov chains
• Some new smoother implementations for discrete-time gaussian reciprocal processes
• Adaptive control and signal processing literature survey (No. 27)
• Data-Recursive Smoother Formulae for Partially Observed Discrete-Time Markov Chains
• Reciprocal properties of random fields on undirected graphs
• On the definitions of hidden Markov models

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