ENGLISH

Inference in Hidden Markov Models

By Olivier Cappé , Eric Moulines , Tobias Ryden

Book information

Publisher
Springer, Berlin
Year
2005
ISBN
0387402640, 9780387402642
LCC
QA274.7 .C375 2005
Open Library ID
OL22634495M
Language
english
Format
DJVU
Filesize
5 MB (5012014 bytes)
Series
Springer Series in Statistics
Edition
2005. Corr. 2nd.
Pages
658\658
DPI
300
Time added
2011-01-08 23:22:23

Description

This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both models with finite state spaces and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Many examples illustrate the algorithms and theory. This book builds on recent developments to present a self-contained view.

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