Adelaide Research & Scholarship
Please use this identifier to cite or link to this item:
https://hdl.handle.net/2440/28953
| Citations | ||
| Scopus | Web of Science® | Altmetric |
|---|---|---|
|
?
|
?
|
|
| Type: | Conference paper |
| Title: | Improved smoother dynamics for discrete time HMM parameter estimation |
| Author: | Elliott, R. Malcolm, W. |
| Citation: | Proceedings of the 40th IEEE Conference on Decision and Control : December 4-7, 2001, Hyatt Regency Grand Cypress, Orlando, Florida, USA / pp. 1-6 [CDROM] |
| Publisher: | IEEE Systems Control Society |
| Publisher Place: | CDROM |
| Issue Date: | 2001 |
| Conference Name: | IEEE Conference on Decision and Control (40th : 2001 : Orlando, Florida) |
| Editor: | Theodore Djaferis, |
| Statement of Responsibility: | Elliott, R.J. ; Malcolm, W.P. |
| Abstract: | In this article, we consider hidden Markov model (HMM) parameter estimation in the context of an expectation maximisation (EM) algorithm. The models we study are discrete-time Markov chains observed in Gaussian noise. New formulae for updating smoothed estimates are given for the models just described. |
| Description: | © Copyright 2001 IEEE |
| DOI: | 10.1109/.2001.980402 |
| Published version: | http://dx.doi.org/10.1109/.2001.980402 |
| Appears in Collections: | Applied Mathematics publications Aurora harvest 2 |
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.