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Hidden Markov Models - Estimation and Control (Paperback, Softcover reprint of hardcover 1st ed. 1995) Loot Price: R4,378
Discovery Miles 43 780
Hidden Markov Models - Estimation and Control (Paperback, Softcover reprint of hardcover 1st ed. 1995): Robert J Elliott,...

Hidden Markov Models - Estimation and Control (Paperback, Softcover reprint of hardcover 1st ed. 1995)

Robert J Elliott, Lakhdar Aggoun, John B Moore

Series: Stochastic Modelling and Applied Probability, 29

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Loot Price R4,378 Discovery Miles 43 780 | Repayment Terms: R410 pm x 12*

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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.

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Stochastic Modelling and Applied Probability, 29
Release date: December 2010
First published: 1995
Authors: Robert J Elliott • Lakhdar Aggoun • John B Moore
Dimensions: 235 x 155 x 20mm (L x W x T)
Format: Paperback
Pages: 382
Edition: Softcover reprint of hardcover 1st ed. 1995
ISBN-13: 978-1-4419-2841-2
Categories: Books > Business & Economics > Finance & accounting > General
Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Reference & Interdisciplinary > Communication studies > Information theory > Cybernetics & systems theory
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LSN: 1-4419-2841-3
Barcode: 9781441928412

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