Hidden Markov Models: Estimation and Control
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
New York, NY
Springer New York
1995
|
| Schriftenreihe: | Stochastic Modelling and Applied Probability
29 |
| Schlagwörter: | |
| Links: | https://doi.org/10.1007/978-0-387-84854-9 |
| Beschreibung: | 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 |
| Umfang: | 1 Online-Ressource (XIV, 382 p) |
| ISBN: | 9780387848549 9780387943640 |
| ISSN: | 0172-4568 |
| DOI: | 10.1007/978-0-387-84854-9 |
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| id | DE-604.BV042419135 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T17:10:39Z |
| institution | BVB |
| isbn | 9780387848549 9780387943640 |
| issn | 0172-4568 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027854552 |
| oclc_num | 1165504685 |
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| owner_facet | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| physical | 1 Online-Ressource (XIV, 382 p) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
| publisher | Springer New York |
| record_format | marc |
| series2 | Stochastic Modelling and Applied Probability |
| spellingShingle | Elliott, Robert J. Hidden Markov Models Estimation and Control Mathematics Finance Systems theory Distribution (Probability theory) Systems Theory, Control Probability Theory and Stochastic Processes Quantitative Finance Mathematik Hidden-Markov-Modell (DE-588)4352479-5 gnd |
| subject_GND | (DE-588)4352479-5 |
| title | Hidden Markov Models Estimation and Control |
| title_auth | Hidden Markov Models Estimation and Control |
| title_exact_search | Hidden Markov Models Estimation and Control |
| title_full | Hidden Markov Models Estimation and Control by Robert J. Elliott, John B. Moore, Lakhdar Aggoun |
| title_fullStr | Hidden Markov Models Estimation and Control by Robert J. Elliott, John B. Moore, Lakhdar Aggoun |
| title_full_unstemmed | Hidden Markov Models Estimation and Control by Robert J. Elliott, John B. Moore, Lakhdar Aggoun |
| title_short | Hidden Markov Models |
| title_sort | hidden markov models estimation and control |
| title_sub | Estimation and Control |
| topic | Mathematics Finance Systems theory Distribution (Probability theory) Systems Theory, Control Probability Theory and Stochastic Processes Quantitative Finance Mathematik Hidden-Markov-Modell (DE-588)4352479-5 gnd |
| topic_facet | Mathematics Finance Systems theory Distribution (Probability theory) Systems Theory, Control Probability Theory and Stochastic Processes Quantitative Finance Mathematik Hidden-Markov-Modell |
| url | https://doi.org/10.1007/978-0-387-84854-9 |
| work_keys_str_mv | AT elliottrobertj hiddenmarkovmodelsestimationandcontrol AT moorejohnb hiddenmarkovmodelsestimationandcontrol AT aggounlakhdar hiddenmarkovmodelsestimationandcontrol |