IEEE - Institute of Electrical and Electronics Engineers, Inc. - An instrumental variable approach for identification of hidden Markov models

Proceedings of Fifth International Symposium on Signal Processing and its Applications

Author(s): Thorne, J.S. ; Moore, J.B.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 1999
Conference Location: Brisbane, Queensland, Australia, Australia
Conference Date: 22 August 1999
Volume: 1
ISBN (Paper): 1-86435-451-8
DOI: 10.1109/ISSPA.1999.818123
Regular:

In this paper we derive recursive filters for both the online and off-line identification of hidden Markov models (HMMs). The identification is achieved by taking conditional mean estimates of... View More

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