Gerencsér, László and Molnár-Sáska, Gábor and Michaletzky, György (2006) Improved estimation of the exponential stability of the predictive filter in hidden Markov models. In: ACC 2006. Proceedings of the 2006 American control conference. Minneapolis, 2006..

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Abstract

We consider finite state continuous read-out Hidden Markov Models. The exponential stability of the predictive filter was investigated by LeGalnd and Mevel when the transition probability matrix $Q$ of the underlying Markov chain is primitive. We carry out further investigation of this exponential stability. Two important applications are derived: the strong approximation result has been extended for HMMs with primitive transition probability matrices and the validity of the recursive estimation of HMMs with primitive transition probability matrices has been shown.

Item Type:	Conference or Workshop Item (Paper)
Uncontrolled Keywords:	Hidden Markov Models, exponential stability, primitive transition probabilities
Subjects:	Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Depositing User:	Eszter Nagy
Date Deposited:	11 Dec 2012 15:26
Last Modified:	11 Dec 2012 15:26
URI:	https://eprints.sztaki.hu/id/eprint/4560

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