عنوان

Hidden Markov models and dynamical systems /

(Number (ISBN

0898716659

(Number (ISBN

9780898716658

Number

b780926

Title Proper

Hidden Markov models and dynamical systems /

General Material Designation

[Book]

First Statement of Responsibility

Andrew M. Fraser.

Place of Publication, Distribution, etc.

Philadelphia, PA :

Name of Publisher, Distributor, etc.

Society for Industrial and Applied Mathematics,

Date of Publication, Distribution, etc.

©2008.

Specific Material Designation and Extent of Item

xii, 132 pages :

Other Physical Details

illustrations ;

Dimensions

26 cm

Text of Note

Includes bibliographical references (pages 125-129) and index.

Text of Note

Basic algorithms -- Variants and generalizations -- Continuous states and observations and Kalman filtering -- Performance bounds and a toy problem -- Obstructive sleep apnea.

0

Text of Note

"Hidden Markov models (HMMs) are discrete-state, discrete-time, stochastic dynamical systems. They are often used to approximate systems with continuous state spaces operating in continuous time. In addition to introducing the basic ideas of HMMs and algorithms for using them, this book explains the derivations of the algorithms with enough supporting theory to enable readers to develop their own variants. The book also presents Kalman filtering as an extension of ideas from basic HMMs to models with continuous state spaces." "Hidden Markov Models and Dynamical Systems features illustrations that use the Lorenz system, laser data, and natural language data. The concluding chapter presents the application of HMMs to detecting sleep apnea in experimentally measured electrocardiograms. Algorithms are given in pseudocode in the text, and a working implementation of each algorithm is available on the accompanying Web site.".

Text of Note

"This text is appropriate for first-year graduate students with a background that includes courses in probability, linear algebra, and differential equations. It should also be particularly accessible for researchers and practitioners who work with dynamical systems. It relies on examples and a point of view that will be familiar to those who have studied chaotic behavior in dynamical systems."--BOOK JACKET.

Dynamics.

Markov processes.

Dynamics.

Dynamisches System

Hidden-Markov-Modell

Markov processes.

Mathematical Statistics.

Mathematics.

Physical Sciences & Mathematics.

Number

Edition

Class number

Book number

Class number

Class number

Class number

Class number

System Code

System Code

System Code

System Code

Fraser, Andrew M.

Date of Transaction

20201206194505.0

Electronic name

[Book]

Y