Description: Hidden Markov Models Please note: this item is printed on demand and will take extra time before it can be dispatched to you (up to 20 working days). Estimation and Control Author(s): Robert J Elliott, Lakhdar Aggoun, John B. Moore Format: Paperback Publisher: Springer-Verlag New York Inc., United States Imprint: Springer-Verlag New York Inc. ISBN-13: 9781441928412, 978-1441928412 Synopsis 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.
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Book Title: Hidden Markov Models
Number of Pages: 382 Pages
Language: English
Publication Name: Hidden Markov Models: Estimation and Control
Publisher: Springer-Verlag New York Inc.
Publication Year: 2010
Subject: Accounting, Computer Science, Mathematics
Item Height: 235 mm
Item Weight: 605 g
Type: Textbook
Author: Robert J Elliott, John B. Moore, Lakhdar Aggoun
Series: Stochastic Modelling and Applied Probability
Item Width: 155 mm
Format: Paperback
