An EM Algorithm for Markov Modulated Markov Processes

DOI10.1109/TSP.2008.2007919zbMath1391.62155OpenAlexW1974839821MaRDI QIDQ4571542

Yariv Ephraim, W. J. J. Roberts

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.2008.2007919

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (9)

An EM algorithm for continuous-time bivariate Markov chains ⋮ An \textit{EM} algorithm for the model fitting of Markovian binary trees ⋮ Explicit Forward Recursive Estimators for Markov Modulated Markov Processes ⋮ Bayesian multiple changepoints detection for Markov jump processes ⋮ Recovering Markov models from closed-loop data ⋮ Parameter Estimation for ak-out-of-n: F System ⋮ Recursions for the MMPP Score Vector and Observed Information Matrix ⋮ Several topological indices of two kinds of tetrahedral networks ⋮ Parameter estimation for a discretely observed population process under Markov-modulation

This page was built for publication: An EM Algorithm for Markov Modulated Markov Processes