Filtering of Hidden Weak Markov Chain -Discrete Range Observations

DOI10.1007/0-387-71163-5_7zbMath1134.60048OpenAlexW138774089MaRDI QIDQ5424407

Allanus H. Tsoi, Shangzhen Luo

Publication date: 5 November 2007

Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/0-387-71163-5_7

zbMATH Keywords

smoothingEM algorithmfilteringhidden weak Markov chainparameter reestimation

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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