Fast convergence identification of hidden Markov models using risk-sensitive filters.

DOI10.1016/S0362-546X(01)00369-8MaRDI QIDQ1875271zbMATH OpenWikidataFDO

Authors Jeremy S. Thorne, John Moore

Publication date 26 August 2004

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and prediction (62M20)

This page was built for publication: Fast convergence identification of hidden Markov models using risk-sensitive filters.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1875271)