An MCMC sampling approach to estimation of nonstationary hidden Markov models

IEEE Transactions on Signal Processing

Volumn 50, Issue 5, 2002, Pages 1113-1123

  Djurić, Petar M ^a,b   Chun, Joon Hwa ^b,c  

^a IEEE   (United States)

^b Stony Brook University   (United States)

^c Sandbridge Technologies   (United States)

Author keywords

Gibbs sampling; Hidden Markov models; Markov chain Monte Carlo; Nonstationary

Indexed keywords

CUMULATIVE DISTRIBUTION FUNCTION; GIBBS SAMPLING; MARKOV CHAIN MONTE CARLO SAMPLING; NONSTATIONARY HIDDEN MARKOV MODELS; PROBABILITY MASS FUNCTION; STATE TRANSITION PROBABILITIES;

COMPUTER SIMULATION; FUNCTIONS; ITERATIVE METHODS; MARKOV PROCESSES; MATHEMATICAL MODELS; MONTE CARLO METHODS; PROBABILITY DISTRIBUTIONS; THEOREM PROVING;

SIGNAL PROCESSING;

EID: 0036571002     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.995067     Document Type: Article

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