Comparison of state estimation using finite mixtures and hidden Markov models

@article{Nagy2011ComparisonOS,
  title={Comparison of state estimation using finite mixtures and hidden Markov models},
  author={Ivan Nagy and Evgenia Suzdaleva and Tereza Mlynarova},
  journal={Proceedings of the 6th IEEE International Conference on Intelligent Data Acquisition and Advanced Computing Systems},
  year={2011},
  volume={2},
  pages={527-531}
}
Many various algorithms are developed for state estimation of dynamic switching systems. It is not a straightforward task to choose the most suitable one. This paper deals with testing of state estimation via two well-known approaches: recursive estimation with finite mixtures and iterative technique with hidden Markov models. A discussion of comparison of these online and offline counterparts is of true interest. The paper describes experiments providing a comparison of these methods. 
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