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 Scopus citations

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
PublisherPubl by Maple Press, Inc
Pages627-631
Number of pages5
ISBN (Print)0818624701
StatePublished - Dec 1 1991
Event25th Asilomar Conference on Signals, Systems & Computers Part 1 (of 2) - Pacific Grove, CA, USA
Duration: Nov 4 1991Nov 6 1991

Publication series

NameConference Record - Asilomar Conference on Circuits, Systems & Computers
Volume1
ISSN (Print)0736-5861

Other

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

ASJC Scopus subject areas

  • Engineering(all)

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  • 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 (pp. 627-631). (Conference Record - Asilomar Conference on Circuits, Systems & Computers; Vol. 1). Publ by Maple Press, Inc.