A Viterbi smoother for discrete state space model

DOI10.1016/j.sysconle.2009.01.008zbMath1161.93024OpenAlexW2039146715MaRDI QIDQ1021445

Robert J. Elliott, Jia Deng

Publication date: 8 June 2009

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2009.01.008

zbMATH Keywords

hidden Markov modelchange of measureViterbi smoother

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Adaptive control and signal processing literature survey (No. 14) ⋮ A filter for a hidden Markov chain observed in fractional Gaussian noise

Cites Work

• Unnamed Item
• Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
• Hidden Markov Models for Speech Recognition
• Data-Recursive Smoother Formulae for Partially Observed Discrete-Time Markov Chains

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