State Estimation Schemes for Independent Component Coupled Hidden Markov Models

DOI10.1080/07362991003708481MaRDI QIDQ3578750zbMATH OpenOpenAlexFDO

Authors

Publication date 20 July 2010

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1885/37731

zbMATH Keywords

detectionEM algorithmfactorial hidden Markov modelfilteringsmoothing

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and prediction (62M20)

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Cites work

• Biological Sequence Analysis
• Data-Recursive Smoother Formulae for Partially Observed Discrete-Time Markov Chains
• Factorial hidden Markov models
• Hidden Markov models for bioinformatics
• scientific article; zbMATH DE number 3793150 (Why is no real title available?)
• scientific article; zbMATH DE number 722978 (Why is no real title available?)
• scientific article; zbMATH DE number 846906 (Why is no real title available?)
• On the convergence properties of the EM algorithm
• Reproducing Gaussian densities and linear Gaussian detection
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains

Cited in

(7)

• Maximum a posteriori estimation of coupled hidden Markov models
• Learning hidden Markov models for linear Gaussian systems with applications to event-based state estimation
• An EM-Based Viterbi Approximation Algorithm for Mixed-State Latent Factor Models
• scientific article; zbMATH DE number 524374 (Why is no real title available?)
• Adaptive estimation of hidden nearly completely decomposable Markov chains with applications in blind equalization
• Structural, Syntactic, and Statistical Pattern Recognition
• Hidden Markov chain estimation and parameterisation via ICA-based feature-selection

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