Hidden Markov Models

Name: Hidden Markov Models
SKU: 9866989
Price: 406.99 AUD
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Estimation and Control

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Format:

Paperback / softback

Series:

Stochastic Modelling and Applied Probability

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Description

As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics. In Chapter 2 the derivation of the basic filters related to the Markov chain are each presented explicitly, rather than as special cases of one general filter. Furthermore, equations for smoothed estimates are given. The dynamics for the Kalman filter are derived as special cases of the authors’ general results and new expressions for a Kalman smoother are given. The Chapters on the control of Hidden Markov Chains are expanded and clarified. The revised Chapter 4 includes state estimation for discrete time Markov processes and Chapter 12 has a new section on robust control.

Release date Australia

December 1st, 2010

Author

Audience

Professional & Vocational

Edition

Softcover reprint of hardcover 1st ed. 1995

Illustrations

xiv, 382 p.

Pages

382

Series

Stochastic Modelling and Applied Probability

Dimensions

156x234x20

ISBN-13

9781441928412

Product ID

9866989

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