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Hidden Markov Models: Estimation and Control - Elliott, Robert J, and Aggoun, Lakhdar, and Moore, John B.
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As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics. In Chapter 2 the derivation of the basic filters related to the Markov chain are each presented explicitly, rather than as special cases of one general filter. Furthermore, ...

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Hidden Markov Models: Estimation and Control 2010, Springer-Verlag New York Inc., New York, NY

ISBN-13: 9781441928412

Paperback

Hidden Markov Models: Estimation and Control 1994, Springer-Verlag New York Inc., New York, NY

ISBN-13: 9780387943640

Hardcover