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- catalog abstract "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.".
- catalog contributor b7411013.
- catalog contributor b7411014.
- catalog contributor b7411015.
- catalog created "c1995.".
- catalog date "1995".
- catalog date "c1995.".
- catalog dateCopyrighted "c1995.".
- catalog description "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.".
- catalog description "Includes bibliographical references (p. [343]-353) and indexes.".
- catalog description "Preface -- Part I Introduction: 1.Hidden Markov Model Processing -- Part II Discrete-Time HMM Estimation: 2.Discrete States and Discrete Observations -- 3.Continuous-Range Observations -- 4.Continuous-Range States and Observations -- 5.A General Recursive Filter -- 6.Practical Recursive Filters -- Part III Continuous-Time HMM Estimation: 7.Discrete-Range States and Observations -- 8.Markov Chains in Brownian Motion -- Part IV Two-Dimensional HMM Estimation: 9.Hidden Markov Random Fields -- Part V HMM Optimal Control: 10.Discrete-Time HMM Control -- 11.Risk-Sensitive Control of HMM -- 12.Continuous-Time HMM Control -- Appendices: A.Basic Probability Concepts -- B.Continuous-Time Martingale Representation. –References -- Index.".
- catalog extent "xii, 361 p. :".
- catalog hasFormat "Hidden Markov models.".
- catalog identifier "0387943641 (New York : acid-free paper)".
- catalog identifier "3540943641 (Berlin : acid-free paper)".
- catalog isFormatOf "Hidden Markov models.".
- catalog isPartOf "Applications of mathematics ; 29".
- catalog issued "1995".
- catalog issued "c1995.".
- catalog language "eng".
- catalog publisher "New York : Springer-Verlag,".
- catalog relation "Hidden Markov models.".
- catalog subject "519.2/33 20".
- catalog subject "Distribution (Probability theory).".
- catalog subject "Finance.".
- catalog subject "Markov processes.".
- catalog subject "Mathematics.".
- catalog subject "QA274.7 .E45 1995".
- catalog subject "Systems theory.".
- catalog tableOfContents "Preface -- Part I Introduction: 1.Hidden Markov Model Processing -- Part II Discrete-Time HMM Estimation: 2.Discrete States and Discrete Observations -- 3.Continuous-Range Observations -- 4.Continuous-Range States and Observations -- 5.A General Recursive Filter -- 6.Practical Recursive Filters -- Part III Continuous-Time HMM Estimation: 7.Discrete-Range States and Observations -- 8.Markov Chains in Brownian Motion -- Part IV Two-Dimensional HMM Estimation: 9.Hidden Markov Random Fields -- Part V HMM Optimal Control: 10.Discrete-Time HMM Control -- 11.Risk-Sensitive Control of HMM -- 12.Continuous-Time HMM Control -- Appendices: A.Basic Probability Concepts -- B.Continuous-Time Martingale Representation. –References -- Index.".
- catalog title "Hidden Markov models : estimation and control / Robert J. Elliott, Lakhdar Aggoun, John B. Moore.".
- catalog type "text".