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

DOI10.1016/S0362-546X(01)00369-8zbMATH Open1042.62610WikidataQ128067497 ScholiaQ128067497MaRDI QIDQ1875271FDOQ1875271

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)

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