Inference in hidden Markov models

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Inference in hidden Markov models

Inference in hidden Markov models

Name: Inference in hidden Markov models
ISBN: 9780387402642

Cappé, Olivier, Moulines, Eric, Rydén, Tobias

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This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both models with finite state spaces and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Many examples illustrate the algorithms and theory. This book builds on recent developments to present a self-contained view.

Kateqoriyalar:

Engineering

İl:

2005

Nəşriyyat:

Springer

Dil:

english

Səhifələr:

652

ISBN 10:

0387402640