On state-estimation of a two-state hidden Markov model with quantization

@article{Shue2001OnSO,
  title={On state-estimation of a two-state hidden Markov model with quantization},
  author={Louis Shue and Subhrakanti Dey and Brian D. O. Anderson and Franky De Bruyne},
  journal={IEEE Trans. Signal Processing},
  year={2001},
  volume={49},
  pages={202-208}
}
We consider quantization from the perspective of minimizing filtering error when quantized instead of continuous measurements are used as inputs to a nonlinear filter, specializing to discrete-time two-state hidden Markov models (HMMs) with continuous-range output. An explicit expression for the filtering error when continuous measurements are used is presented. We also propose a quantization scheme based on maximizing the mutual information between quantized observations and the hidden states… CONTINUE READING
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