Asymptotic Smoothing errors for Hidden Markov Models
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Altmetric Citations
Shue, L; Anderson, Brian; De Bruyne, Franky
Description
In this paper, the asymptotic smoothing error for hidden Markov models (HMMs) is investigated using hypothesis testing ideas. A family of HMMs is studied parametrised by a positive constant e, which is a measure of the frequency of change. Thus, when e -> 0, the HMM becomes increasingly slower moving. We show that the smoothing error is O(e). These theoretical predictions are confirmed by a series of simulations.
dc.contributor.author | Shue, L | |
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dc.contributor.author | Anderson, Brian | |
dc.contributor.author | De Bruyne, Franky | |
dc.date.accessioned | 2015-12-08T22:26:35Z | |
dc.date.available | 2015-12-08T22:26:35Z | |
dc.identifier.issn | 1053-587X | |
dc.identifier.uri | http://hdl.handle.net/1885/33693 | |
dc.description.abstract | In this paper, the asymptotic smoothing error for hidden Markov models (HMMs) is investigated using hypothesis testing ideas. A family of HMMs is studied parametrised by a positive constant e, which is a measure of the frequency of change. Thus, when e -> 0, the HMM becomes increasingly slower moving. We show that the smoothing error is O(e). These theoretical predictions are confirmed by a series of simulations. | |
dc.publisher | Institute of Electrical and Electronics Engineers (IEEE Inc) | |
dc.source | IEEE Transactions on Signal Processing | |
dc.subject | Keywords: Computer simulation; Error analysis; Markov processes; Mathematical models; Matrix algebra; Parameter estimation; Signal to noise ratio; Statistical tests; Vectors; Asymptotic errors; Hidden Markov models; Hypothesis testing; Signal smoothing; Signal filt Asymptotic error; Hidden markov model; Smoothing | |
dc.title | Asymptotic Smoothing errors for Hidden Markov Models | |
dc.type | Journal article | |
local.description.notes | Imported from ARIES | |
local.description.refereed | Yes | |
local.identifier.citationvolume | 48 | |
dc.date.issued | 2000 | |
local.identifier.absfor | 090609 - Signal Processing | |
local.identifier.ariespublication | MigratedxPub105 | |
local.type.status | Published Version | |
local.contributor.affiliation | Shue, L, College of Engineering and Computer Science, ANU | |
local.contributor.affiliation | Anderson, Brian, College of Engineering and Computer Science, ANU | |
local.contributor.affiliation | De Bruyne, Franky, College of Engineering and Computer Science, ANU | |
local.bibliographicCitation.issue | 12 | |
local.bibliographicCitation.startpage | 3289 | |
local.bibliographicCitation.lastpage | 3302 | |
local.identifier.doi | 10.1109/78.886992 | |
dc.date.updated | 2015-12-08T09:12:24Z | |
local.identifier.scopusID | 2-s2.0-0034429493 | |
Collections | ANU Research Publications |
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