Finite horizon robust state estimation for uncertain finite-alphabet hidden Markov models with conditional relative entropy constraints

2004 ◽  
Author(s):  
Li Xie ◽  
V.A. Ugrinovskii ◽  
I.R. Petersen
Keyword(s):  
State Estimation ◽  
Hidden Markov Models ◽  
Relative Entropy ◽  
Markov Models ◽  
Hidden Markov ◽  
Finite Horizon ◽  
Finite Alphabet

scholarly journals A Low-Memory Approach for Best-State Estimation of Hidden Markov Models with Model Error

2014 ◽  
Vol 52 (1) ◽  
pp. 468-495 ◽  
Author(s):  
Mihai Anitescu ◽  
Xiaoyan Zeng ◽  
Emil M. Constantinescu
Keyword(s):  
State Estimation ◽  
Hidden Markov Models ◽  
Markov Models ◽  
Hidden Markov ◽  
Model Error
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