Estimation of hidden markov models: risk-sensitive filter banks and qualitative analysis of their sample paths
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Publication:5266990
DOI10.1109/TAC.2002.805686zbMath1364.93780MaRDI QIDQ5266990
Vahid Reza Ramezani, Steven I. Marcus
Publication date: 20 June 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05) Estimation and detection in stochastic control theory (93E10)
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