Recursive filters for partially observable finite Markov chains

Journal of Applied Probability

Volumn 42, Issue 3, 2005, Pages 684-697

  Ledoux, James ^a,b  

^a UNIVERSITÉ DE RENNES 1   (France)

^b INSA DE RENNES   (France)

Author keywords

D BMAP; EM algorithm; Hidden Markov chain; Time inhomogeneous Markov chain

Indexed keywords

EID: 27944493215     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1127322020     Document Type: Article

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