Causal Recursive Parameter Estimation for Discrete-Time Hidden Bivariate Markov Chains

An algorithm for causal recursive parameter estimation of a discrete-time hidden bivariate Markov chain is developed. In this model, a discrete-time bivariate Markov chain is observed through a discrete-time memoryless channel. The algorithm relies on the EM-based recursive approach developed by Sti...

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Veröffentlicht in:	IEEE transactions on signal processing 2015-04, Vol.63 (8), p.2108-2117
Hauptverfasser:	Ephraim, Yariv, Mark, Brian L.
Format:	Artikel
Sprache:	eng
Schlagworte:	Approximation algorithms Hidden Markov models Markov processes Memoryless systems Parameter estimation Random variables recursive estimation Signal processing algorithms
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