scientific article; zbMATH DE number 6148139

zbMath1274.93254MaRDI QIDQ4909837

Bernard Frankpitt, John S. Baras

Publication date: 21 March 2013

Full work available at URL: http://www.kybernetika.cz/content/1998/6

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

hidden Markov modelestimation and control problemasymptotic convergencerisk sensitive control problemstochastic approximation techniques

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites Work

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• Analysis of an identification algorithm arising in the adaptive estimation of Markov chains
• Exponential forgetting and geometric ergodicity in hidden Markov models
• Analysis of an adaptive control scheme for a partially observed controlled Markov chain
• On-line estimation of hidden Markov model parameters based on the Kullback-Leibler information measure
• Risk-sensitive optimal control of hidden Markov models: structural results

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