Inference In Hidden Markov Models - Couverture rigide

Cappé, Olivier; Moulines, Eric; Ryden, Tobias

Couverture rigide

ISBN 10 : 0387402640 ISBN 13 : 9780387402642

Editeur : Springer-Verlag New York Inc., 2005

Synopsis

Hidden Markov models have become a widely used class of statistical models with applications in diverse areas such as communications engineering, bioinformatics, finance and many more. This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. In a unified way the book covers both models with finite state spaces, which allow for exact algorithms for filtering, estimation etc. 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. The book builds on recent developments, both at the foundational level and the computational level, to present a self-contained view.

Détails de l'édition

• Éditeur: Springer-Verlag New York Inc.
• Date d'édition: 2005
• Langue: anglais
• ISBN 10: 0387402640
• ISBN 13: 9780387402642
• Reliure: Relié
• Numéro d'édition: 1
• Nombre de pages: 653
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne