Hidden Gauss-Markov models for signal classification

IEEE Transactions on Signal Processing

Volumn 50, Issue 6, 2002, Pages 1355-1367

  Ainsleigh, Phillip L ^a,b   Kehtarnavaz, Nasser ^a,c   Streit, Roy L ^a,b  

^a IEEE   (United States)

^b NAVAL UNDERSEA WARFARE CENTER   (United States)

^c The University of Texas at Dallas   (United States)

Author keywords

Baum Welch algorithm; Continuous state HMM; EM algorithm; Fixed interval smoother; Forward backward algorithm; Hidden Markov model; Kalman filter; Maximum likelihood classification; Mixture density

Indexed keywords

BAUM-WELCH ALGORITHM; EXPECTATION-MAXIMIZATION ALGORITHM; FIXED-INTERVAL SMOOTHER; FORWARD-BACKWARD ALGORITHM; HIDDEN GAUSS-MARKOV MODELS; MIXTURE DENSITY; SIGNAL CLASSIFICATION;

ALGORITHMS; COMPUTER SIMULATION; KALMAN FILTERING; MARKOV PROCESSES; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION; PROBABILITY;

SIGNAL FILTERING AND PREDICTION;

EID: 0036611780     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2002.1003060     Document Type: Article

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