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

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 Paperback 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 Robert Elliott is the RBC Financial Group Professor of Finance at the University of Calgary, 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. Promotional "Headline" Corrected second printing Feature Includes supplementary material: sn.pub/extras Details ISBN1441928413 Author John B. Moore Year 2010 ISBN-10 1441928413 ISBN-13 9781441928412 Format Paperback Publication Date 2010-12-01 Edition 1st Imprint Springer-Verlag New York Inc. Place of Publication New York, NY Country of Publication United States DEWEY 510 Birth 1941 Short Title HIDDEN MARKOV MODELS Language English Media Book Series Number 29 Pages 382 Subtitle Estimation and Control UK Release Date 2010-12-01 AU Release Date 2010-12-01 NZ Release Date 2010-12-01 US Release Date 2010-12-01 Illustrations XIV, 382 p. Publisher Springer-Verlag New York Inc. Edition Description Softcover reprint of hardcover 1st ed. 1995 Series Stochastic Modelling and Applied Probability Alternative 9780387943640 Audience Professional & Vocational 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:96228793;

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