Optimal state and branch sequence based parameter estimation of continuous hidden Markov model

MaRDI QIDQ5468438zbMATH OpenFDO

Authors Lu Yu, jun Xie, Lenan Wu

Publication date 26 May 2006

zbMATH Keywords

convergence

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09)

Recommendations

• scientific article; zbMATH DE number 1099037
• Parameter estimation for hidden Markov chains
• Publication:3468423
• scientific article; zbMATH DE number 5979097
• Overall risk criterion estimation of hidden Markov model parameters

Cited in

(5)

• scientific article; zbMATH DE number 4135180 (Why is no real title available?)
• scientific article; zbMATH DE number 1099037 (Why is no real title available?)
• A sequential pruning strategy for the selection of the number of states in hidden Markov models
• A Low-Memory Approach for Best-State Estimation of Hidden Markov Models with Model Error
• An Efficient Algorithm for Estimating State Sequences in Imprecise Hidden Markov Models

This page was built for publication: Optimal state and branch sequence based parameter estimation of continuous hidden Markov model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5468438)