Implementation of a continuous-state Viterbi algorithm for MAP state estimation

Darryl Morrell, Ross D. Martin

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

1 Citation (Scopus)

Abstract

The authors address the formation of a Viterbi algorithm for maximum a posteriori (MAP) state sequence estimation of a discrete-time continuous-valued Markov process observed in memoryless noise. The usual approach to this problem is to quantize the state space of the Markov process to obtain a standard discrete-state Viterbi algorithm. They introduce an alternate approach based on piecewise linear approximation that allows a continuous-state formulation of the Viterbi algorithm. The metric and survivor calculation is illustrated by using the piecewise linear approximations, and an example of the algorithm's use is presented.

Original languageEnglish (US)
Title of host publicationConference Record - Asilomar Conference on Circuits, Systems & Computers
Place of PublicationSan Jose, CA, United States
PublisherPubl by Maple Press, Inc
Pages627-631
Number of pages5
Volume1
ISBN (Print)0818624701
StatePublished - 1991
Event25th Asilomar Conference on Signals, Systems & Computers Part 1 (of 2) - Pacific Grove, CA, USA
Duration: Nov 4 1991Nov 6 1991

Other

Other25th Asilomar Conference on Signals, Systems & Computers Part 1 (of 2)
CityPacific Grove, CA, USA
Period11/4/9111/6/91

Fingerprint

Viterbi algorithm
State estimation
Markov processes

ASJC Scopus subject areas

  • Engineering(all)

Cite this

Morrell, D., & Martin, R. D. (1991). Implementation of a continuous-state Viterbi algorithm for MAP state estimation. In Conference Record - Asilomar Conference on Circuits, Systems & Computers (Vol. 1, pp. 627-631). San Jose, CA, United States: Publ by Maple Press, Inc.

Implementation of a continuous-state Viterbi algorithm for MAP state estimation. / Morrell, Darryl; Martin, Ross D.

Conference Record - Asilomar Conference on Circuits, Systems & Computers. Vol. 1 San Jose, CA, United States : Publ by Maple Press, Inc, 1991. p. 627-631.

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

Morrell, D & Martin, RD 1991, Implementation of a continuous-state Viterbi algorithm for MAP state estimation. in Conference Record - Asilomar Conference on Circuits, Systems & Computers. vol. 1, Publ by Maple Press, Inc, San Jose, CA, United States, pp. 627-631, 25th Asilomar Conference on Signals, Systems & Computers Part 1 (of 2), Pacific Grove, CA, USA, 11/4/91.
Morrell D, Martin RD. Implementation of a continuous-state Viterbi algorithm for MAP state estimation. In Conference Record - Asilomar Conference on Circuits, Systems & Computers. Vol. 1. San Jose, CA, United States: Publ by Maple Press, Inc. 1991. p. 627-631
Morrell, Darryl ; Martin, Ross D. / Implementation of a continuous-state Viterbi algorithm for MAP state estimation. Conference Record - Asilomar Conference on Circuits, Systems & Computers. Vol. 1 San Jose, CA, United States : Publ by Maple Press, Inc, 1991. pp. 627-631
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