Signal-to-noise matrix and model reduction in continuous-time hidden Markov models.

Elisabeth Leoff Leonie Ruderer Jörn Sass

Published in: Math. Methods Oper. Res. (2022)

Keyphrases

hidden markov models
markov models
hidden state
hierarchical hidden markov model
statistical model
continuous hidden markov models
baum welch
closed form
hidden states
viterbi algorithm
markov model
statistical models
speech recognition
state space
probability distribution
probabilistic model
dynamic programming