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

Author

Shue, Louis ; Dey, Subhrakanti ; Anderson, Brian D O ; De Bruyne, Franky

Author_Institution

Centre for Signal Process., Nanyang Technol. Inst., Singapore

Volume

49

Issue

1

fYear

2001

fDate

1/1/2001 12:00:00 AM

Firstpage

202

Lastpage

208

Abstract

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 of the HMM

Keywords

discrete time systems; hidden Markov models; nonlinear filters; quantisation (signal); state estimation; HMMs; continuous measurements; continuous-range output; discrete-time two-state hidden Markov models; filtering error; mutual information; nonlinear filter; quantization; quantized measurements; state-estimation; two-state hidden Markov model; Degradation; Distortion measurement; Hidden Markov models; Information filtering; Information filters; Mutual information; Nonlinear filters; Quantization; Signal processing; Signal to noise ratio;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.890362

Filename

890362