Inference in Hidden Markov Models

by Tobias Ryden, Eric Moulines, Olivier Cappe

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 1441923195
• ISBN13: 9781441923196
• Release Date: December 2010
• Publisher: Springer
• Length: 653 Pages
• Weight: 2.04 lbs.
• Dimensions: 1.4" x 6.1" x 9.2"