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• Sales Rank: #9199866 in Books
• Published on: 2003
• Binding: Hardcover

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PDF Download Hidden Markov Models: Estimation and Control (Applications of Mathematics)By Robert J. Elliott, L. Aggoun, John B. Moore

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Hidden Markov Models: Estimation and Control (Applications of Mathematics)By Robert J. Elliott, L. Aggoun, John B. Moore

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The aim of this book is to present graduate students with a thorough survey of reference probability models and their applications to optimal estimation and control. These new and powerful methods are particularly useful in signal processing applications where signal models are only partially known and are in noisy environments. Well-known results, including Kalman filters and the expectation maximization filter, emerge as special cases. The authors begin with discrete time and discrete state spaces. From there, they proceed to cover continuous time, and progress from linear models to non-linear models, and from completely known models to only partially known models. Readers are assumed to have a basic grounding in probability and systems theory, as might be gained from the first year of graduate study, but otherwise this account is self-contained. Throughout, the authors have taken care to demonstrate engineering applications which show how useful these methods are.

• Sales Rank: #17168863 in Books
• Published on: 1994-12
• Original language: English
• Binding: Hardcover
• 373 pages

From the Back Cover

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.

Hidden Markov Models: Estimation and Control (Applications of Mathematics)By Robert J. Elliott, L. Aggoun, John B. Moore PDF
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Hidden Markov Models: Estimation and Control (Applications of Mathematics)By Robert J. Elliott, L. Aggoun, John B. Moore PDF

Hidden Markov Models: Estimation and Control (Applications of Mathematics)By Robert J. Elliott, L. Aggoun, John B. Moore PDF

Hidden Markov Models: Estimation and Control (Applications of Mathematics)By Robert J. Elliott, L. Aggoun, John B. Moore PDF