Estimation of hidden Markov models for a partially observed risk sensitive control problem.

MaRDI QIDQ4909837zbMATH OpenFDO

Authors Bernard Frankpitt, John S. Baras

Publication date 21 March 2013

Full work available at URL http://www.kybernetika.cz/content/1998/6

zbMATH Keywords

asymptotic convergenceestimation and control problemhidden Markov modelrisk sensitive control problemstochastic approximation techniques

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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Cites work

• Analysis of an adaptive control scheme for a partially observed controlled Markov chain
• Analysis of an identification algorithm arising in the adaptive estimation of Markov chains
• Exponential forgetting and geometric ergodicity in hidden Markov models
• scientific article; zbMATH DE number 48727 (Why is no real title available?)
• scientific article; zbMATH DE number 1147059 (Why is no real title available?)
• On-line estimation of hidden Markov model parameters based on the Kullback-Leibler information measure
• Risk-sensitive optimal control of hidden Markov models: structural results

Cited in

(6)

• Learning hidden Markov models for linear Gaussian systems with applications to event-based state estimation
• Recursive robust estimation and control without commitment
• Risk-sensitive optimal control of hidden Markov models: structural results
• scientific article; zbMATH DE number 2015385 (Why is no real title available?)
• Overall risk criterion estimation of hidden Markov model parameters
• Minimax a posteriori estimation in the hidden Markov models

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