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.