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Dey, Subhrakanti and Marcus, Steven I. (1998) A framework for mixed estimation of hidden Markov models. In: Proceedings of the 37th IEEE Conference on Decision and Control. IEEE, pp. 3473-3478. ISBN 0780343948
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Abstract
In this paper, we present a framework for a mixed estimation scheme for hidden Markov models (HMM). A robust estimation scheme is first presented using the minimax method that minimizes a worst case cost for HMMs with bounded uncertainties. Then we present a mixed estimation scheme that minimizes a risk-neutral cost with a constraint on the worst-case cost. Some simulation results are also presented to compare these different estimation schemes in cases of uncertainties in the noise model.
| Item Type: | Book Section |
|---|---|
| Additional Information: | Cite as: S. Dey and S. I. Marcus, "A framework for mixed estimation of hidden Markov models," Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171), 1998, pp. 3473-3478 vol.3, doi: 10.1109/CDC.1998.758243. |
| Keywords: | Hidden Markov models; State estimation; Costs; Uncertainty; Signal processing algorithms; Noise robustness; Educational institutions; Stochastic resonance; Biomedical signal processing; Probability; |
| Academic Unit: | Faculty of Science and Engineering > Electronic Engineering Faculty of Science and Engineering > Research Institutes > Hamilton Institute |
| Item ID: | 14435 |
| Identification Number: | 10.1109/CDC.1998.758243 |
| Depositing User: | Subhrakanti Dey |
| Date Deposited: | 18 May 2021 15:07 |
| Publisher: | IEEE |
| Refereed: | Yes |
| Related URLs: | |
| URI: | https://mu.eprints-hosting.org/id/eprint/14435 |
| Use Licence: | This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available here |
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