• DocumentCode
    2169131
  • Title

    Risk and information in the estimation of hidden Markov models

  • Author

    Ramezani, Vahid R. ; Fu, Michael ; Marcus, Steven I.

  • Author_Institution
    Inst. for Syst. Res., Maryland Univ., USA
  • Volume
    2
  • fYear
    2004
  • fDate
    5-8 Dec. 2004
  • Firstpage
    1596
  • Abstract
    In this paper, we consider the relationship between risk-sensitivity and information. Product estimators are introduced as a generalization of maximum a posteriori probability (MAP) estimator for hidden Markov models. We study the relationship between the inclusion of higher order moments, the underlying dynamics and the availability of information. Asymptotic periodicity of these estimators and the relationship between risk and information is studied via simulation.
  • Keywords
    hidden Markov models; simulation; state estimation; asymptotic periodicity; hidden Markov model; maximum a posteriori probability estimator; product estimators; risk sensitivity; Costs; Educational institutions; Estimation error; Filter bank; Hidden Markov models; Probability distribution; State estimation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Simulation Conference, 2004. Proceedings of the 2004 Winter
  • Print_ISBN
    0-7803-8786-4
  • Type

    conf

  • DOI
    10.1109/WSC.2004.1371504
  • Filename
    1371504
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2169131