Maximum likelihood estimation for multivariate observations of Markov sources
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Publication:3965447
DOI10.1109/TIT.1982.1056544zbMath0499.62072MaRDI QIDQ3965447
Publication date: 1982
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
iterative proceduremaximum likelihood estimationvector random processesmultivariate functions of Markov chains
Markov processes: estimation; hidden Markov models (62M05) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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