Hidden Markov model state estimation with randomly delayed observations (Q2723864)
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scientific article; zbMATH DE number 1615182
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hidden Markov model state estimation with randomly delayed observations |
scientific article; zbMATH DE number 1615182 |
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Hidden Markov model state estimation with randomly delayed observations (English)
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8 July 2001
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delayed observation
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state estimation
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discrete-time hidden Markov model
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This paper regards state estimation for a discrete-time hidden Markov model (HMM) when the observations are delayed by a random time. The delay process is itself modelled as a finite state Markov chain that allows an augmented state HMM to model the overall system. State estimation algorithms for the resulting HMM are presented, and their performance is studied in simulations.
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