Event-triggered smoothing for hidden Markov models: Risk-sensitive and MMSE results.
Meiqi ChengDawei ShiTongwen ChenPublished in: Autom. (2021)
Keyphrases
- hidden markov models
- risk sensitive
- optimal control
- utility function
- markov decision processes
- speech recognition
- optimality criterion
- markov models
- model free
- decision theoretic
- control policies
- sequential data
- expected utility
- hidden state
- markov model
- machine learning
- hidden states
- baum welch
- continuous hidden markov models