DECISION DIRECTED ESTIMATION OF THE STATE SEQUENCE OF AN UNKNOWN MARKOV CHAIN.

Darryl Morrell, Wynn Stirling

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The simultaneous estimation of the state sequence of a discrete-time finite-state Markov chain and the unknown probabilities governing the Markov chain is considered. The availability of discrete observations made in the presence of memoryless noise is assumed. A decision-directed estimator based on the Viterbi algorithm using the true Markov chain probabilities is described.

Original languageEnglish (US)
Title of host publicationProceedings of the IEEE Conference on Decision and Control
PublisherIEEE
Pages2278-2279
Number of pages2
StatePublished - 1987
Externally publishedYes

Fingerprint

Markov processes
Viterbi algorithm
Availability

ASJC Scopus subject areas

  • Chemical Health and Safety
  • Control and Systems Engineering
  • Safety, Risk, Reliability and Quality

Cite this

Morrell, D., & Stirling, W. (1987). DECISION DIRECTED ESTIMATION OF THE STATE SEQUENCE OF AN UNKNOWN MARKOV CHAIN. In Proceedings of the IEEE Conference on Decision and Control (pp. 2278-2279). IEEE.

DECISION DIRECTED ESTIMATION OF THE STATE SEQUENCE OF AN UNKNOWN MARKOV CHAIN. / Morrell, Darryl; Stirling, Wynn.

Proceedings of the IEEE Conference on Decision and Control. IEEE, 1987. p. 2278-2279.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Morrell, D & Stirling, W 1987, DECISION DIRECTED ESTIMATION OF THE STATE SEQUENCE OF AN UNKNOWN MARKOV CHAIN. in Proceedings of the IEEE Conference on Decision and Control. IEEE, pp. 2278-2279.
Morrell D, Stirling W. DECISION DIRECTED ESTIMATION OF THE STATE SEQUENCE OF AN UNKNOWN MARKOV CHAIN. In Proceedings of the IEEE Conference on Decision and Control. IEEE. 1987. p. 2278-2279
Morrell, Darryl ; Stirling, Wynn. / DECISION DIRECTED ESTIMATION OF THE STATE SEQUENCE OF AN UNKNOWN MARKOV CHAIN. Proceedings of the IEEE Conference on Decision and Control. IEEE, 1987. pp. 2278-2279
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