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Maximum-Likelihood Estimation for Mixture Multivariate Stochastic Observations of Markov Chains

โœ Scribed by Juang, B.-H.


Book ID
125513777
Publisher
Institute of Electrical and Electronics Engineers
Year
1985
Weight
818 KB
Volume
64
Category
Article
ISSN
8756-2324

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โœ Liporace, L. ๐Ÿ“‚ Article ๐Ÿ“… 1982 ๐Ÿ› IEEE ๐ŸŒ English โš– 728 KB

Parameter estimation for multivariate functions of Markov chains, a class of versatile statistical models for vector random processes, is discussed. The model regards an ordered sequence of vectors as noisy multivariate observations of a Markov chain. Mixture distributions are a special case. The fo