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Maximum likelihood estimation for multivariate mixture observations of markov chains (Corresp.)

โœ Scribed by Bing-Hwang Juang; Levinson, S.; Sondhi, M.


Book ID
114636556
Publisher
IEEE
Year
1986
Tongue
English
Weight
483 KB
Volume
32
Category
Article
ISSN
0018-9448

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Maximum likelihood estimation for multiv
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