Description: Hidden Markov Models : Estimation and Control, Hardcover by Elliott, Robert J.; Aggoun, Lakhdar; Moore, John B., ISBN 0387943641, ISBN-13 9780387943640, Like New Used, Free shipping in the US 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.
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Book Title: Hidden Markov Models : Estimation and Control
Number of Pages: Xiv, 382 Pages
Publication Name: Hidden Markov Models : Estimation and Control
Language: English
Publisher: Springer New York
Subject: Probability & Statistics / Stochastic Processes, Probability & Statistics / General, System Theory, Applied
Item Height: 0.3 in
Publication Year: 1994
Features: Reprint
Item Weight: 56.8 Oz
Type: Textbook
Item Length: 9.3 in
Author: Robert J. Elliott, John B. Moore, Lakhdar Aggoun
Subject Area: Mathematics, Science
Series: Stochastic Modelling and Applied Probability Ser.
Item Width: 6.1 in
Format: Hardcover
