Leong, Alex S. and Dey, Subhrakanti and Evans, Jamie S. (2007) Probability of Error Analysis for Hidden Markov Model Filtering With Random Packet Loss. IEEE Transactions on Signal Processing, 55 (3). pp. 809-821. ISSN 1053-587X

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Abstract

This paper studies the probability of error for maximum a posteriori (MAP) estimation of hidden Markov models, where measurements can be either lost or received according to another Markov process. Analytical expressions for the error probabilities are derived for the noiseless and noisy cases. Some relationships between the error probability and the parameters of the loss process are demonstated via both analysis and numerical results. In the high signal-to-noise ratio (SNR) regime, approximate expressions which can be more easily computed than the exact analytical form for the noisy case are presented.

Item Type:	Article
Keywords:	Probability; Error Analysis; Hidden Markov; Model Filtering; Random Packet Loss;
Academic Unit:	Faculty of Science and Engineering > Electronic Engineering
Item ID:	12723
Identification Number:	https://doi.org/10.1109/TSP.2006.888056
Depositing User:	Subhrakanti Dey
Date Deposited:	09 Apr 2020 10:03
Journal or Publication Title:	IEEE Transactions on Signal Processing
Publisher:	Institute of Electrical and Electronics Engineers
Refereed:	Yes
URI:	Publisher

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