A comparison between optimal and kaiman filtering for hidden markov processes

IEEE Signal Processing Letters

Volumn 5, Issue 5, 1998, Pages 124-126

  White, Langford B ^a  

^a DEFENCE SCIENCE AND TECHNOLOGY ORGANISATION   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; LINEAR NETWORK ANALYSIS; MARKOV PROCESSES; MATHEMATICAL MODELS; SIGNAL TO NOISE RATIO;

HIDDEN MARKOV MODEL (HMM); HIDDEN MARKOV PROCESS (HMP); OPTIMAL LINEAR FILTERS;

KALMAN FILTERING;

EID: 0032072183     PISSN: 10709908     EISSN: None     Source Type: Journal    
DOI: 10.1109/97.668951     Document Type: Article

References (3)

1. B. D. O. Anderson and J. B. Moore, Optimal Filtering. Englewood Cliffs, NJ: Prentice-Hall, 1979.
2. L. Rabiner. "A tutorial on hidden Markov models and selected applications in speech recognition," in Proc. IEEE, vol. 77, pp. 257-285, 1989.
3. L. B. White, "Second order properties of hidden Markov processes with applications," Signals Anal. Discipline Rep., SAD97/1/U, Defence Sci. Technol. Org., Salisbury, Australia, 1997