DocumentCode
2250763
Title
Recursive parameter estimation for partially observed Markov chains
Author
Elliott, Robert J. ; Moore, John B.
Author_Institution
Dept. of Stat. & Appl. Probability, Alberta Univ., Edmonton, Alta., Canada
fYear
1993
fDate
1-3 Nov 1993
Firstpage
1628
Abstract
Using the reference probability method, a recursive equation is obtained for the unnormalized joint conditional density of a noisily observed Markov chain, and parameters which determine the transition densities and coefficients in the observations
Keywords
Markov processes; estimation theory; filtering and prediction theory; parameter estimation; probability; coefficients; filtering; observations; partially observed Markov chains; recursive equation; recursive parameter estimation; reference probability method; transition densities; unnormalized joint conditional density; Australia; Equations; Filtering; Kernel; Parameter estimation; Probability; Recursive estimation; Signal processing; Statistics; Systems engineering and theory;
fLanguage
English
Publisher
ieee
Conference_Titel
Signals, Systems and Computers, 1993. 1993 Conference Record of The Twenty-Seventh Asilomar Conference on
Conference_Location
Pacific Grove, CA
ISSN
1058-6393
Print_ISBN
0-8186-4120-7
Type
conf
DOI
10.1109/ACSSC.1993.342339
Filename
342339
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