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

Darryl Morrell; Wynn Stirling

doi:10.1109/cdc.1987.272948

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

Research output: Contribution to journal › Conference article › peer-review

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 language	English (US)
Pages (from-to)	2278-2279
Number of pages	2
Journal	Proceedings of the IEEE Conference on Decision and Control
DOIs	https://doi.org/10.1109/cdc.1987.272948
State	Published - Jan 1 1987
Externally published	Yes

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

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10.1109/cdc.1987.272948

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title = "DECISION DIRECTED ESTIMATION OF THE STATE SEQUENCE OF AN UNKNOWN MARKOV CHAIN.",

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.",

author = "Darryl Morrell and Wynn Stirling",

year = "1987",

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doi = "10.1109/cdc.1987.272948",

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AB - 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.

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

Abstract

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