Hidden Markov models and dynamical systems/

Fraser, Andrew M.

Hidden Markov models and dynamical systems/ Andrew M. Fraser. - Philadelphia: Society for Industrial and Applied Mathematics, c2008. - xii, 132 p.: ill.; 26 cm.

Includes bibliographical references (p. 125-129) and index.

Basic algorithms -- Variants and generalizations -- Continuous states and observations and Kalman filtering -- Performance bounds and a toy problem -- Obstructive sleep apnea.

9780898716658 0898716659

2008028742


Markov processes.
Dynamics.

519.233 / F841h
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