• Corpus ID: 62082134

Hidden Markov Models: Estimation and Control

  title={Hidden Markov Models: Estimation and Control},
  author={Robert J R Elliott and Lakhdar Aggoun and John B. Moore},
Hidden Markov Model Processing.- Discrete-Time HMM Estimation.- Discrete States and Discrete Observations.- Continuous-Range Observations.- Continuous-Range States and Observations.- A General Recursive Filter.- Practical Recursive Filters.- Continuous-Time HMM Estimation.- Discrete-Range States and Observations.- Markov Chains in Brownian Motion.- Two-Dimensional HMM Estimation.- Hidden Markov Random Fields.- HMM Optimal Control.- Discrete-Time HMM Control.- Risk-Sensitive Control of HMM… 

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