Hidden Markov Models: Estimation and Control by Robert J. Elliott (English) Hard

Description: Hidden Markov Models by Robert J. Elliott, Lakhdar Aggoun, John B. Moore As more applications are found, interest in Hidden Markov Models continues to grow. FORMAT Hardcover LANGUAGE English CONDITION Brand New Publisher Description 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. Notes Corrected second printing Back Cover 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. Author Biography Elliott, University of Alberta, Edmonton, Canada. Table of Contents Hidden Markov Model Processing.- Discrete-Time HMM Estimation.- Discrete States and Discrete Observations.- Continuous-Range Observations.- Continuous-Range States and Observations.- A General Recursive Filter.- Practical Recursive Filters.- Continuous-Time HMM Estimation.- Discrete-Range States and Observations.- Markov Chains in Brownian Motion.- Two-Dimensional HMM Estimation.- Hidden Markov Random Fields.- HMM Optimal Control.- Discrete-Time HMM Control.- Risk-Sensitive Control of HMM.- Continuous-Time HMM Control. Promotional Corrected second printing Long Description 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. Feature Includes supplementary material: sn.pub/extras Details ISBN0387943641 Language English ISBN-10 0387943641 ISBN-13 9780387943640 Media Book Format Hardcover Series Number 0029 Imprint Springer-Verlag New York Inc. Subtitle Estimation and Control Country of Publication United States Place of Publication New York, NY Short Title HIDDEN MARKOV MODELS 1995 CORR Residence -CN Edition 1st Pages 382 DOI 10.1007/b57282;10.1007/978-0-387-84854-9 UK Release Date 2008-12-08 AU Release Date 2008-12-08 NZ Release Date 2008-12-08 Author John B. Moore Publisher Springer-Verlag New York Inc. Edition Description 1st ed. 1995. Corr. 3rd printing 2008 Series Stochastic Modelling and Applied Probability Alternative 9781441928412 DEWEY 510 Illustrations XIV, 382 p. Audience Undergraduate Year 1994 Publication Date 1994-12-16 US Release Date 1994-12-16 We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:96261479;

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