Skip navigation
Skip navigation

Fast Convergence Identification of Hidden Markov Models using Risk-Sensitive Filters

Thorne, Jeremy; Moore, John


In this paper we derive recursive risk-sensitive filters which may be used for both on-line and off-line identification of hidden Markov models (HMMs). The identification is achieved by first taking risk-sensitive conditional mean estimates of the number

CollectionsANU Research Publications
Date published: 2001
Type: Journal article
Source: Nonlinear Analysis
DOI: 10.1016/S0362-546X(01)00369-8


File Description SizeFormat Image
01_Thorne_Fast_Convergence_2001.pdf452.65 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  19 May 2020/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator