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Stochastic Modelling and Applied Probability

Hidden Markov Models

Estimation and Control

Authors: Elliott, Robert J, Aggoun, Lakhdar, Moore, John B.

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About this book

As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics.

In Chapter 2 the derivation of the basic filters related to the Markov chain are each presented explicitly, rather than as special cases of one general filter. Furthermore, equations for smoothed estimates are given. The dynamics for the Kalman filter are derived as special cases of the authors’ general results and new expressions for a Kalman smoother are given. The Chapters on the control of Hidden Markov Chains are expanded and clarified. The revised Chapter 4 includes state estimation for discrete time Markov processes and Chapter 12 has a new section on robust control.

Table of contents (12 chapters)

Table of contents (12 chapters)

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-0-387-84854-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $179.99
price for USA in USD
  • ISBN 978-0-387-94364-0
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
Softcover $139.99
price for USA in USD
  • ISBN 978-1-4419-2841-2
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Hidden Markov Models
Book Subtitle
Estimation and Control
Authors
Series Title
Stochastic Modelling and Applied Probability
Series Volume
29
Copyright
1995
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York
eBook ISBN
978-0-387-84854-9
DOI
10.1007/978-0-387-84854-9
Hardcover ISBN
978-0-387-94364-0
Softcover ISBN
978-1-4419-2841-2
Series ISSN
0172-4568
Edition Number
1
Number of Pages
XIV, 382
Topics

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