Inference in Hidden Markov Models By: Olivier Cappé; Eric Moulines; Tobias Ryden Publisher: Springer Print ISBN: 9780387402642, 0387402640 eText ISBN: 9780387289823, 0387289828 Copyright year: 2005 Format: PDF Available from $ 149.00 USD SKU: 9780387289823 This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both models with finite state spaces and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Many examples illustrate the algorithms and theory. This book builds on recent developments to present a self-contained view. SKU: 9780387402642 Download now: https://ebookscoffee.sellpass.io/products/Inference-in-Hidden-Markov-Models
