Title :
Remarks on filtering error due to quantisation of a 2-state hidden Markov model
Author :
Shue, Louis ; Dey, Subhrakanti ; Anderson, Brian D O ; Bruyne, Franky De
Author_Institution :
Dept. of Syst. Eng., Australian Nat. Univ., Canberra, ACT, Australia
fDate :
6/21/1905 12:00:00 AM
Abstract :
This paper considers the problem of quantisation from the perspective of minimising filtering error when quantised instead of continuous measurements are used as inputs to the nonlinear filter, specialising to a discrete-time 2-state hidden Markov model (HMM) with continuous output
Keywords :
filtering theory; hidden Markov models; nonlinear filters; optimisation; quantisation (signal); roundoff errors; 2-state hidden Markov model quantisation; continuous output; discrete-time 2-state HMM; filtering error minimisation; nonlinear filter; Australia; Data engineering; Degradation; Filtering; Hidden Markov models; Noise level; Nonlinear distortion; Nonlinear filters; Quantization; Systems engineering and theory;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.828007
