On-line estimation of hidden Markov model parameters based on the Kullback-Leibler information measure

DOI10.1109/78.229888zbMath0825.93742OpenAlexW2115916404MaRDI QIDQ4277062

John B. Moore, Vikram Krishnamurthy

Publication date: 13 February 1994

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.229888

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Measures of information, entropy (94A17)

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