Complexity reduction in fixed-lag smoothing for hidden Markov models

IEEE Transactions on Signal Processing

Volumn 50, Issue 5, 2002, Pages 1124-1132

  Shue, Louis ^b   Dey, Subhrakanti ^a,c  

^a IEEE

^b NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

^c UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Hidden markov model; Nearly completely decomposable; Reduced complexity; Slow fast decomposition; State aggregation

Indexed keywords

ALGORITHMS; COMPUTATIONAL COMPLEXITY; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; PROBABILITY; VECTORS;

FIXED-LAG SMOOTHING; HIDDEN MARKOV MODELS; PROBABILITY VECTOR; STATE AGGREGATION;

KALMAN FILTERING;

EID: 0036571057     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.995068     Document Type: Article

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