Exact and Approximate Hidden Markov Chain Filters Based on Discrete Observations.
Nicole BäuerleIgor GilitschenskiUwe D. HanebeckPublished in: CoRR (2014)
Keyphrases
- markov chain
- exact and approximate
- steady state
- finite state
- monte carlo
- transition probabilities
- state space
- monte carlo method
- string matching
- markov process
- stationary distribution
- random walk
- markov model
- lower bound
- query evaluation
- monte carlo simulation
- dynamic programming
- transition matrix
- branch and bound
- lower and upper bounds
- machine learning
- neural network
- pattern matching
- particle filter
- simulated annealing
- least squares
- data model
- genetic algorithm