On recursive estimation for hidden Markov models

DOI10.1016/S0304-4149(96)00114-7zbMath0885.62096MaRDI QIDQ1382498

Tobias Rydén

Publication date: 29 March 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

hidden Markov modelPoisson equationmissing datarecursive estimation

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Stochastic approximation (62L20)

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