Multiple-prediction-horizon recursive identification of hidden Markov models

Abstract

This paper considers on-line identification of hidden Markov models via multiple-prediction-horizon recursive prediction error (RPE) methods. Working with multiple prediction horizons ensures that there is consistent parameter estimation, under appropriate excitation conditions. Simulation studies are included to illustrate the advantages of the proposed… (More)
DOI: 10.1109/ICASSP.1996.550140

Topics

6 Figures and Tables

Cite this paper

@inproceedings{Collings1996MultiplepredictionhorizonRI, title={Multiple-prediction-horizon recursive identification of hidden Markov models}, author={Iain B. Collings and John B. Moore}, booktitle={ICASSP}, year={1996} }