Title of article
Control of discrete-time HMM partially observed under fractional Gaussian noises
Author/Authors
Elliott، نويسنده , , Robert J. and Siu، نويسنده , , Tak Kuen، نويسنده ,
Issue Information
ماهنامه با شماره پیاپی سال 2011
Pages
6
From page
350
To page
355
Abstract
A discrete-time control problem of a finite-state hidden Markov chain partially observed in a fractional Gaussian process is discussed using filtering. The control problem is then recast as a separated problem with information variables given by the unnormalized conditional probabilities of the whole path of the hidden Markov chain. A dynamic programming result and a minimum principle are obtained.
Keywords
Discrete-time control , Hidden Markov Models , minimum principle , Unnormalized conditional probability , Dynamic programming , fractional Gaussian noises
Journal title
Systems and Control Letters
Serial Year
2011
Journal title
Systems and Control Letters
Record number
1675728
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