Kniha Hidden Markov Models and Dynamical Systems Andrew M. Fraser

Hidden Markov Models and Dynamical Systems

Jazyk: Angličtina
Vazba: Brožovaná
Dostupnost: 50 % šance
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This text provides an introduction to hidden Markov models (HMMs) for the dynamical systems communit...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2008
Stránek
144
EAN
9780898716658
ISBN
0898716659
Enbook ID
02050223
Hmotnost
27
Rozměry
144 x 253 x 10

Kompletní popis

This text provides an introduction to hidden Markov models (HMMs) for the dynamical systems community. It is a valuable text for third or fourth year undergraduates studying engineering, mathematics, or science that includes work in probability, linear algebra and differential equations. The book presents algorithms for using HMMs, and it explains the derivation of those algorithms. It presents Kalman filtering as the extension to a continuous state space of a basic HMM algorithm. The book concludes with an application to biomedical signals. This text is distinctive for providing essential introductory material as well as presenting enough of the theory behind the basic algorithms so that the reader can use it as a guide to developing their own variants.

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