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

Darryl Morrell, Wynn Stirling

Research output: Contribution to journalConference article

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)
Pages (from-to)2278-2279
Number of pages2
JournalProceedings of the IEEE Conference on Decision and Control
DOIs
StatePublished - Jan 1 1987
Externally publishedYes

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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