Elliott, R. J. and Moore, John B. and Dey, Subhrakanti
(1996)
Risk-sensitive Maximum Likelihood sequence estimation.
IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications, 43 (9).
Abstract
In this brief, we consider risk-sensitive Maximum Likelihood sequence estimation for hidden Markov models with finite-discrete states. An algorithm is proposed which is essentially a risk-sensitive variation of the Viterbi algorithm. Simulation studies show that the risk-sensitive algorithm is more robust to uncertainties in the transition probability matrix of the Markov chain. Similar estimation results are also obtained for continuous-range models.
Item Type: |
Article
|
Keywords: |
Risk-sensitive; Maximum Likelihood; sequence estimation; |
Academic Unit: |
Faculty of Science and Engineering > Electronic Engineering |
Item ID: |
12734 |
Identification Number: |
https://doi.org/10.1109/81.536754 |
Depositing User: |
Subhrakanti Dey
|
Date Deposited: |
14 Apr 2020 10:33 |
Journal or Publication Title: |
IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications |
Publisher: |
IEEE |
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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