State Estimation Schemes for Independent Component Coupled Hidden Markov Models

DOI10.1080/07362991003708481zbMath1204.62146OpenAlexW1989162366MaRDI QIDQ3578750

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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

smoothingEM algorithmfilteringdetectionfactorial hidden Markov model

Mathematics Subject Classification ID

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

Cites Work

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• On the convergence properties of the EM algorithm
• Factorial hidden Markov models
• Reproducing Gaussian densities and linear Gaussian detection
• Biological Sequence Analysis
• Data-Recursive Smoother Formulae for Partially Observed Discrete-Time Markov Chains
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• Hidden Markov models for bioinformatics

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