Inference in Hidden Markov Models

Released on by Olivier Cappé
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  • Inference in Hidden Markov Models Book Detail

  • Author : Olivier Cappé
  • Release Date : 2006-04-12
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 656
  • ISBN 13 : 0387289828
  • File Size : 37,37 MB
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Inference in Hidden Markov Models by Olivier Cappé PDF Summary

Book Description: This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both models with finite state spaces and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Many examples illustrate the algorithms and theory. This book builds on recent developments to present a self-contained view.

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