scientific article; zbMATH DE number 920749

MaRDI QIDQ4890949zbMATHFDO

Authors Robert J. Elliott, John Moore, Lakhdar Aggoun

Publication date 22 October 1996

zbMATH Keywords

Baum-Welch algorithmchanges of measureunnormalized conditional densities

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

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Cited in

(1)

• Baum's forward-backward algorithm revisited

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