Hidden Markov Models
Elliott, Robert J / Moore, John B. / Aggoun, Lakhdar![Hidden Markov Models](https://support.digitalhusky.com/media/annotations/sorted/107/10701187/CHSBZCOP0310701187.jpg)
As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics.
In Chapter 2 the derivation of the basic filters related to the Markov chain are each presente...