• Title of article

    A Viterbi smoother for discrete state space model

  • Author/Authors

    Elliott، نويسنده , , Robert J. and Deng، نويسنده , , Jia، نويسنده ,

  • Issue Information
    ماهنامه با شماره پیاپی سال 2009
  • Pages
    6
  • From page
    400
  • To page
    405
  • Abstract
    In this paper we introduce a method for estimating the parameters of a Hidden Markov Model in a discrete time framework, based on new extensions of the Viterbi algorithm. We consider a model in which both the hidden states and observations take values in a finite state space. Recursive estimates are obtained using measure change methods.
  • Keywords
    Hidden Markov model , Viterbi , Change of measure
  • Journal title
    Systems and Control Letters
  • Serial Year
    2009
  • Journal title
    Systems and Control Letters
  • Record number

    1675248

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1675248