Artículos relacionados a Hidden Markov Models: Estimation and Control: 29 (Stochastic...

Hidden Markov Models: Estimation and Control: 29 (Stochastic Modelling and Applied Probability, 29) - Tapa dura

Elliott, Robert J; Aggoun, Lakhdar; Moore, John B.

 
9780387943640: Hidden Markov Models: Estimation and Control: 29 (Stochastic Modelling and Applied Probability, 29)
Tapa dura
ISBN 10: 0387943641 ISBN 13: 9780387943640
Editorial: Springer, 2008

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

De la contraportada

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2008
Idioma
Inglés
ISBN 10 
0387943641
ISBN 13 
9780387943640
Encuadernación
Tapa dura
Número de edición
3
Número de páginas
382
Contacto del fabricante
no disponible
Persona responsable
ProductSafety@springernature.com
ProductSafety@springernature.com

Europaplatz 3
Heidelberg
69115
Alemania