Finite horizon robust state estimation for uncertain finite-alphabet hidden markov models with conditional relative entropy constraints

SIAM Journal on Control and Optimization

Volumn 47, Issue 1, 2008, Pages 476-508

  Xie, Li ^a   Ugrinovskii, Valery A ^b   Petersen, Ian R ^b  

^a BEIJING INSTITUTE OF TECHNOLOGY   (China)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Conditional relative entropy constraints; Finite horizon; Finite alphabet hidden Markov models; Robust state estimation

Indexed keywords

COMPUTATIONAL GRAMMARS; CONSTRAINED OPTIMIZATION; CONSTRAINT THEORY; ENTROPY; HIDDEN MARKOV MODELS; LAGRANGE MULTIPLIERS; LEARNING SYSTEMS; MARKOV PROCESSES; OBJECT RECOGNITION; OPTIMIZATION; RISK PERCEPTION; STATE ESTIMATION; TIME VARYING SYSTEMS;

CONDITIONAL PROBABILITIES; CONDITIONAL RELATIVE ENTROPY CONSTRAINTS; CONSTRAINED OPTIMIZATION PROBLEMS; FINITE HORIZON; FINITE HORIZONS; FINITE-ALPHABET HIDDEN MARKOV MODELS; FIRST ORDERS; INFORMATION STATES; LAG RANGES; MULTIPLIER TECHNIQUES; PARTIAL INFORMATIONS; RELATIVE ENTROPIES; RELATIVE ENTROPY CONSTRAINTS; ROBUST STATE ESTIMATION; ROBUST STATE ESTIMATIONS; TRANSFORMATION TECHNIQUES; UNCONSTRAINED OPTIMIZATION PROBLEMS;

PROBLEM SOLVING;

EID: 55349101666     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/040611379     Document Type: Article

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