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Hidden Markov Models

Name: Hidden Markov Models
Brand: Springer-Verlag New York Inc.
SKU: 01384027
Price: 175.93 EUR
Availability: InStock
Author: Robert J. Elliott
ISBN: 9780387943640

Estimation and Control

Robert J. Elliott

Lakhdar Aggoun

John B. Moore

Language

English

Book Hardback

Libristo code: 01384027

Publishers Springer-Verlag New York Inc., December 1994

As more applications are found, interest in Hidden Markov Models continues to grow. Following commen... Full description

Libristo code: 01384027

425 b

175.93 €

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As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics. §In Chapter 2 the derivation of the basic filters related to the Markov chain are each presented explicitly, rather than as special cases of one general filter. Furthermore, equations for smoothed estimates are given. The dynamics for the Kalman filter are derived as special cases of the authors general results and new expressions for a Kalman smoother are given. The Chapters on the control of Hidden Markov Chains are expanded and clarified. The revised Chapter 4 includes state estimation for discrete time Markov processes and Chapter 12 has a new section on robust control.