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
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: |
|
| Use Licence: |
This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available
here |
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