Properties of the maximum a posteriori path estimator in hidden Markov models

DOI10.1109/TIT.2005.860425zbMath1286.62070OpenAlexW2151443911MaRDI QIDQ3546642

Amke Caliebe

Publication date: 21 December 2008

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2005.860425

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (10)

An analytic solution for estimating two-dimensional hidden Markov models ⋮ On approximation of smoothing probabilities for hidden Markov models ⋮ The infinite viterbi alignment and decay-convexity ⋮ Asymptotic risks of Viterbi segmentation ⋮ On the Viterbi process with continuous state space ⋮ Regenerativity of Viterbi process for pairwise Markov models ⋮ On adjusted Viterbi training ⋮ Estimation of the parameters of a Markov-modulated loss process in insurance ⋮ The adjusted Viterbi training for hidden Markov models ⋮ Existence of infinite Viterbi path for pairwise Markov models

This page was built for publication: Properties of the maximum a posteriori path estimator in hidden Markov models