IEEE - Institute of Electrical and Electronics Engineers, Inc. - From Wiener to hidden Markov models

Author(s): B.D.O. Anderson
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 June 1999
Volume: 19
Page(s): 41 - 51
ISSN (Electronic): 1941-000X
ISSN (Paper): 1066-033X
DOI: 10.1109/37.768539
Regular:

The authors investigate common properties of 3 types of filters obtained by considering various stochastic models; Wiener filters, Kalman filters and hidden Markov model (HMM) filters. Unifying... View More

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