IEEE - Institute of Electrical and Electronics Engineers, Inc. - Adaptive non-linear time-series estimation based on hidden Markov models

Proceedings of 32nd IEEE Conference on Decision and Control

Author(s): Krishnamurthy, V.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 1993
Conference Location: San Antonio, TX, USA
Conference Date: 15 December 1993
ISBN (Paper): 0-7803-1298-8
DOI: 10.1109/CDC.1993.325055
Regular:

In this paper we propose maximum-likelihood (ML) estimation schemes for the parameters and states of ARMAX systems when the input is a finite-state Markov chain. Such models have applications in... View More

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