Relative Entropy Rate Based Multiple Hidden Markov Model Approximation

DOI10.1109/TSP.2009.2028115zbMath1392.94632OpenAlexW1983421174MaRDI QIDQ4570055

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Publication date: 9 July 2018

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

Full work available at URL: https://doi.org/10.1109/tsp.2009.2028115

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Detection theory in information and communication theory (94A13)

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