메뉴 건너뛰기




Volumn 19, Issue 3, 1999, Pages 41-51

From Wiener to Hidden Markov Models

Author keywords

[No Author keywords available]

Indexed keywords

KALMAN FILTERING; MARKOV PROCESSES; MATHEMATICAL MODELS; SENSORS; SIGNAL TO NOISE RATIO;

EID: 0033149340     PISSN: 1066033X     EISSN: None     Source Type: Journal    
DOI: 10.1109/37.768539     Document Type: Article
Times cited : (38)

References (41)
  • 2
    • 85024423711 scopus 로고
    • New results in linear filtering and prediction theory
    • Series D
    • R.E. Kalman and R.S. Bucy, “New results in linear filtering and prediction theory,” J. Basic Eng. Trans. ASME, Series D,vol. 83, 1961, pp. 95-108.
    • (1961) J. Basic Eng. Trans. ASME , vol.83 , pp. 95-108
    • Kalman, R.E.1    Bucy, R.S.2
  • 3
    • 85024429815 scopus 로고
    • A new approach to linear filtering and prediction problems
    • R.E. Kalman, “A new approach to linear filtering and prediction problems,” J Basic Eng, Trans. ASME, Series D, vol. 82, 1960, pp. 35-45.
    • (1960) J Basic Eng, Trans. ASME, Series D , vol.82 , pp. 35-45
    • Kalman, R.E.1
  • 4
    • 0027677565 scopus 로고
    • Towed array shape estimation using Kalman filters Part I-Theoretical Model
    • D.A. Gray, B.D.O. Anderson, and R.R. Bitmead, “Towed array shape estimation using Kalman filters Part I-Theoretical Model,” J. Oceanic Engineering, vol. 18, 1993, pp. 543-556.
    • (1993) J. Oceanic Engineering , vol.18 , pp. 543-556
    • Gray, D.A.1    Anderson, B.D.O.2    Bitmead, R.R.3
  • 5
    • 0009458570 scopus 로고
    • A proposed stagewise differential correction procedure for satellite tracking and predictions
    • P. Swerling, “A proposed stagewise differential correction procedure for satellite tracking and predictions,” J. Astronaut. Sci., vol. 6, 1959, pp. 46-59.
    • (1959) J. Astronaut. Sci. , vol.6 , pp. 46-59
    • Swerling, P.1
  • 6
    • 0014814475 scopus 로고
    • Least-squares estimation: from Gauss to Kalman
    • H.W. Sorenson, “Least-squares estimation: from Gauss to Kalman,” IEEE Spectrum, vol. 7, no. 7, 1970, pp. 66-68.
    • (1970) IEEE Spectrum , vol.7 , Issue.7 , pp. 66-68
    • Sorenson, H.W.1
  • 12
    • 84937741903 scopus 로고
    • Solutions to the linear smoothing problem
    • October
    • H.E. Rauch, “Solutions to the linear smoothing problem,” IEEE Trans. Auto Contr., vol. AC-8, October 1963, pp. 371-372.
    • (1963) IEEE Trans. Auto Contr. , vol.AC-8 , pp. 371-372
    • Rauch, H.E.1
  • 13
    • 21644483999 scopus 로고
    • Maximum likelihood estimates of linear dynamic systems
    • H.E. Rauch, F. Tung, and C.T. Striebel, “Maximum likelihood estimates of linear dynamic systems,” AIAA J., vol. 3, 1965, pp. 1445-1450.
    • (1965) AIAA J. , vol.3 , pp. 1445-1450
    • Rauch, H.E.1    Tung, F.2    Striebel, C.T.3
  • 14
    • 0002174025 scopus 로고
    • A solution to the smoothing problem for linear dynamic systems
    • D.Q. Mayne, “A solution to the smoothing problem for linear dynamic systems,” Automatica, 1966, pp. 73-92.
    • (1966) Automatica , pp. 73-92
    • Mayne, D.Q.1
  • 15
    • 0014550620 scopus 로고
    • The optimum linear smoother as a combination of two optimum linear filters
    • D.C. Fraser and J.E. Potter, “The optimum linear smoother as a combination of two optimum linear filters,” IEEE Trans. Auto. Contr., vol. AC-14, 1969, pp. 387-390.
    • (1969) IEEE Trans. Auto. Contr. , vol.AC-14 , pp. 387-390
    • Fraser, D.C.1    Potter, J.E.2
  • 16
    • 0000658971 scopus 로고
    • A survey of data smoothing for linear and nonlinear dynamic systems
    • J.S. Meditch, “A survey of data smoothing for linear and nonlinear dynamic systems,” Automatica, vol. 9, 1973, pp. 151-162.
    • (1973) Automatica , vol.9 , pp. 151-162
    • Meditch, J.S.1
  • 17
    • 0015050287 scopus 로고
    • On the stability of fixed-lag smoothing algorithms
    • C.N. Kelly and B.D.O. Anderson, “On the stability of fixed-lag smoothing algorithms,” J. Franklin Instit., vol. 291, 1971, pp. 271-281.
    • (1971) J. Franklin Instit. , vol.291 , pp. 271-281
    • Kelly, C.N.1    Anderson, B.D.O.2
  • 18
    • 0015346725 scopus 로고
    • Outline design for stable, continuous-time fixed-lag smoothers
    • S. Chirarattanon and B.D.O. Anderson, “Outline design for stable, continuous-time fixed-lag smoothers,” Electronic Letters, vol. 8, 1972, pp. 263-264.
    • (1972) Electronic Letters , vol.8 , pp. 263-264
    • Chirarattanon, S.1    Anderson, B.D.O.2
  • 19
    • 0015975386 scopus 로고
    • Stable fixed-lag smoothing of continuous-time processes
    • S. Chirarattanon and B.D.O. Anderson, “Stable fixed-lag smoothing of continuous-time processes,” IEEE Trans. Inform. Theory, vol. IT-19, 1973, pp. 25-36.
    • (1973) IEEE Trans. Inform. Theory , vol.IT-19 , pp. 25-36
    • Chirarattanon, S.1    Anderson, B.D.O.2
  • 20
    • 84889627868 scopus 로고
    • Stable realization of fixed-lag smoothing equations for continuous-time signals
    • P.K.S. Tam and J.B. Moore, “Stable realization of fixed-lag smoothing equations for continuous-time signals,” IEEE Trans. Auto. Control, vol. AC-19, 1974, pp. 84-87.
    • (1974) IEEE Trans. Auto. Control , vol.AC-19 , pp. 84-87
    • Tam, P.K.S.1    Moore, J.B.2
  • 21
    • 0009441338 scopus 로고
    • Discrete-time fixed-lag smoothing algorithms
    • J.B. Moore, “Discrete-time fixed-lag smoothing algorithms,” Automatica vol. 9, 1973, pp. 163-174.
    • (1973) Automatica , vol.9 , pp. 163-174
    • Moore, J.B.1
  • 22
    • 0009441339 scopus 로고
    • The fixed-lag smoother as a stable finite-dimensional linear system
    • S. Chirarattanon and B.D.O. Anderson, “The fixed-lag smoother as a stable finite-dimensional linear system,” Automatica, vol. 7, 1974, pp. 657-669.
    • (1974) Automatica , vol.7 , pp. 657-669
    • Chirarattanon, S.1    Anderson, B.D.O.2
  • 23
    • 84950438436 scopus 로고
    • Smoothing as an improvement on filtering: a universal bound
    • B.D.O. Anderson and S. Chirarattananon, “Smoothing as an improvement on filtering: a universal bound,” Electronics Letters, vol. 7, 1971, p. 524.
    • (1971) Electronics Letters , vol.7 , pp. 524
    • Anderson, B.D.O.1    Chirarattananon, S.2
  • 24
    • 0009448580 scopus 로고
    • Properties of optimal linear smoothing
    • B.D.O. Anderson, “Properties of optimal linear smoothing,” IEEE Trans. Auto. Contr., vol. AC-14, 1969, pp. 114-115.
    • (1969) IEEE Trans. Auto. Contr. , vol.AC-14 , pp. 114-115
    • Anderson, B.D.O.1
  • 26
    • 0022792645 scopus 로고
    • Smoothing as an improvement on filtering in high noise
    • J.B. Moore and K.L. Teo, “Smoothing as an improvement on filtering in high noise,” Systems and Control Letters, vol. 8, 1986, pp. 51-54.
    • (1986) Systems and Control Letters , vol.8 , pp. 51-54
    • Moore, J.B.1    Teo, K.L.2
  • 28
    • 0024610919 scopus 로고
    • A tutorial on hidden Markov models and selected applications in speech recognition
    • L.R. Rabiner, “A tutorial on hidden Markov models and selected applications in speech recognition,” Proc. IEEE, vol. 77, 1989, pp. 257-285.
    • (1989) Proc. IEEE , vol.77 , pp. 257-285
    • Rabiner, L.R.1
  • 29
    • 0009345931 scopus 로고    scopus 로고
    • Geometric ergodicty in Hidden Markov Models
    • July
    • F. LeGland and L. Mevel, “Geometric ergodicty in Hidden Markov Models,” IRISA report, July 1996.
    • (1996) IRISA report
    • LeGland, F.1    Mevel, L.2
  • 30
    • 51249172789 scopus 로고
    • Analysis of an identification algorithm arising in adaptive estimation of Markov chains
    • A. Arapostathis and S.I. Marcus, “Analysis of an identification algorithm arising in adaptive estimation of Markov chains,” Math of Control, Signals and Systems, vol. 3, 1990, pp. 1-29.
    • (1990) Math of Control, Signals and Systems , vol.3 , pp. 1-29
    • Arapostathis, A.1    Marcus, S.I.2
  • 31
    • 0000342467 scopus 로고
    • Statistical inference for probabilistic functions of finite state Markov chains
    • L.E. Baum and T. Petrie, “Statistical inference for probabilistic functions of finite state Markov chains,” Annals of Math Stars, vol. 37, 1966, pp. 1554-1567.
    • (1966) Annals of Math Stars , vol.37 , pp. 1554-1567
    • Baum, L.E.1    Petrie, T.2
  • 32
    • 0003251449 scopus 로고    scopus 로고
    • New developments in the theory of positive systems
    • C.I. Byrnes, B.N. Datta, C.F. Martin, and D.S. Gilliam, eds., Birkhauser, Boston
    • B.D.O. Anderson, “New developments in the theory of positive systems,” in Systems and Control in the Twenty-First Century, C.I. Byrnes, B.N. Datta, C.F. Martin, and D.S. Gilliam, eds., Birkhauser, Boston, 1997.
    • (1997) Systems and Control in the Twenty-First Century
    • Anderson, B.D.O.1
  • 33
    • 0009452679 scopus 로고    scopus 로고
    • Forgetting properties for hidden Markov models
    • B.D.O. Anderson, “Forgetting properties for hidden Markov models,” Proc. AFOSR/DSTO Workshop, 1997.
    • (1997) Proc. AFOSR/DSTO Workshop
    • Anderson, B.D.O.1
  • 36
    • 0016534252 scopus 로고
    • A nonlinear fixed-lag smoother for finite-state Markov processes
    • D. Clements and B.D.O. Anderson, “A nonlinear fixed-lag smoother for finite-state Markov processes,” IEEE Trans. Inform. Theory, vol. IT-21, 1975, pp. 446-452.
    • (1975) IEEE Trans. Inform. Theory , vol.IT-21 , pp. 446-452
    • Clements, D.1    Anderson, B.D.O.2
  • 37
    • 85008042801 scopus 로고    scopus 로고
    • Exponential stability of filters and smoothers for hidden Markov models
    • to appear.
    • L. Shue, B.D.O. Anderson, and S. Dey, “Exponential stability of filters and smoothers for hidden Markov models,” IEEE Trans. Signal Processing, to appear.
    • IEEE Trans. Signal Processing
    • Shue, L.1    Anderson, B.D.O.2    Dey, S.3
  • 39
    • 85008019850 scopus 로고    scopus 로고
    • Asymptotic smoothing errors for hidden Markov models
    • submitted.
    • L. Shue, F. De Bruyne and B.D.O. Anderson, “Asymptotic smoothing errors for hidden Markov models,” submitted.
    • Shue, L.1    De Bruyne, F.2    Anderson, B.D.O.3
  • 40
    • 0009354718 scopus 로고    scopus 로고
    • On steady-state properties of certain max-plus products
    • L. Shue, B.D.O. Anderson, and S. Dey, “On steady-state properties of certain max-plus products,” Proc Amer. Contr. Conf., 1998, pp. 1909-1913.
    • (1998) Proc Amer. Contr. Conf. , pp. 1909-1913
    • Shue, L.1    Anderson, B.D.O.2    Dey, S.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.