Exact and approximate hidden Markov chain filters based on discrete observations
Year of publication: |
2015
|
---|---|
Authors: | Bäuerle, Nicole ; Gilitschenski, Igor ; Hanebeck, Uwe |
Published in: |
Statistics & Risk Modeling. - De Gruyter Oldenbourg, ISSN 2196-7040, ZDB-ID 2630803-4. - Vol. 32.2015, 3-4, p. 159-176
|
Publisher: |
De Gruyter Oldenbourg |
Subject: | Hidden Markov model | discrete Bayesian filter | Wonham filter | asymmetric telegraph process |
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