On recursive estimation for hidden Markov models

Stochastic Processes and their Applications

Volumn 66, Issue 1, 1997, Pages 79-96

  Rydén, Tobias ^a,b,c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b LUND UNIVERSITY   (Sweden)

^c Swed Nat Science Research Council   (Sweden)

Author keywords

Hidden markov model; Incomplete data; Missing data; Poisson equation; Recursive estimation; Stochastic approximation

Indexed keywords

EID: 0031065861     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(96)00114-7     Document Type: Article

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