Reduced-Complexity Estimation for Large-Scale Hidden Markov Models

DOI10.1109/TSP.2004.826171MaRDI QIDQ5356864zbMATH OpenOpenAlexFDO

Authors Subhrakanti Dey, Iven Mareels

Publication date 20 September 2017

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2004.826171

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

Cited in

(4)

• Lumpable hidden Markov models -- model reduction and reduced complexity filtering
• On Large Lag Smoothing for Hidden Markov Models
• A Low-Memory Approach for Best-State Estimation of Hidden Markov Models with Model Error
• An analytic solution for estimating two-dimensional hidden Markov models

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