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A Low-Memory Approach for Best-State Estimation of Hidden Markov Models with Model Error.
Mihai Anitescu
Xiaoyan Zeng
Emil M. Constantinescu
Published in:
SIAM J. Numer. Anal. (2014)
Keyphrases
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hidden markov models
state estimation
probabilistic model
markov models
hidden state
markov model
hidden states
low memory
random effects
hierarchical hidden markov model
video sequences
em algorithm
kalman filter
kalman filtering
hidden semi markov models