DocumentCode
2385849
Title
Asymptotics of the Bayesian estimator of hidden Markov models
Author
Mevel, Laurent ; Finesso, Lorenzo
Author_Institution
IRISA/INRIA, Rennes, France
fYear
2000
fDate
2000
Firstpage
111
Abstract
We study the asymptotic behavior of the Bayesian estimator of the parameters of a hidden Markov model (HMM) with continuous or finite observations and finite state space
Keywords
Bayes methods; hidden Markov models; parameter estimation; Bayesian estimator; HMM; asymptotic behavior; finite observations; finite state space; hidden Markov models; optimal mean square estimator; probability; statistical model; Bayesian methods; Convergence; Electronic mail; Hidden Markov models; Maximum likelihood estimation; Parameter estimation; Probability distribution; Q measurement; State estimation; State-space methods;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory, 2000. Proceedings. IEEE International Symposium on
Conference_Location
Sorrento
Print_ISBN
0-7803-5857-0
Type
conf
DOI
10.1109/ISIT.2000.866401
Filename
866401
Link To Document