Estimation of the parameters of hidden Markov models of noiselike signals with abruptly changing probabilistic properties. II: Estimation of the structural parameters of the model

zbMATH Open0858.93067MaRDI QIDQ1920376FDOQ1920376

Authors: T. O. Ivanova, V. V. Mottl', Ilya B. Muchnik 

Publication date: 15 October 1996

Published in: Automation and Remote Control (Search for Journal in Brave)

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zbMATH Keywords

simulationAkaike information criterionsignal modellong records of signalsorders of autoregressionquasistationary fragments

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cited In (3)

• An MCMC Algorithm for Parameter Estimation in Signals with Hidden Intermittent Instability
• Estimation of the parameters of hidden Markov models of noise-like signals with abruptly changing probabilistic properties. I: Structure of a model and estimation of its quantitative parameters
• Structural break estimation of noisy sinusoidal signals

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