New Finite-Dimensional Filters and Smoothers for Noisily Observed Markov Chains

IEEE Transactions on Information Theory

Volumn 39, Issue 1, 1993, Pages 265-271

  Elliott, Robert J ^a  

^a UNIVERSITY OF ALBERTA   (Canada)

Author keywords

EM algorithm; Finite dimensional filter; Markov chain

Indexed keywords

ALGORITHMS; INTEGRAL EQUATIONS; MATRIX ALGEBRA; RANDOM PROCESSES; STATE SPACE METHODS; VECTORS;

EM ALGORITHM; FINITE-DIMENSIONAL FILTERS; MARKOV CHAIN; NOISILY OBSERVED MARKOV CHAINS; RECURSIVE FILTERS; SMOOTHERS; STOCHASTIC INTEGRAL; WONHAM FILTER;

SIGNAL FILTERING AND PREDICTION;

EID: 0027186916     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/18.179372     Document Type: Article

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