An analytic solution for estimating two-dimensional hidden Markov models

DOI10.1016/j.amc.2006.06.080zbMath1112.65011OpenAlexW1989349845MaRDI QIDQ872314

Yujian Li

Publication date: 27 March 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2006.06.080

zbMATH Keywords

parameter estimationnumerical exampleshidden Markov modeloptimal state matrixprobability evaluation

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Related Items

ℋ∞ filtering for discrete‐time hidden singular Markov jump systems subject to partially known probability information under DoS attacks, Basic problems solving for two-dimensional discrete \(3\times 4\) order hidden Markov model, Basic problems and solution methods for two-dimensional continuous \(3\times 3\) order hidden Markov model

Cites Work

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• An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology