Analyticity, convergence, and convergence rate of recursive maximum-likelihood estimation in hidden Markov models

IEEE Transactions on Information Theory

Volumn 56, Issue 12, 2010, Pages 6406-6432

  Tadić, Vladislav B ^a  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

Author keywords

Analyticity; convergence rate; hidden Markov models; Lojasiewicz inequality; maximum likelihood estimation; point convergence; recursive identification

Indexed keywords

ANALYTICITY; CONVERGENCE RATES; LOJASIEWICZ INEQUALITY; POINT CONVERGENCE; RECURSIVE IDENTIFICATION;

ASYMPTOTIC ANALYSIS; CONVERGENCE OF NUMERICAL METHODS; ESTIMATION; MAXIMUM LIKELIHOOD ESTIMATION; SIGNAL THEORY;

HIDDEN MARKOV MODELS;

EID: 78649367474     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2010.2081110     Document Type: Article

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