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Elliott, R. J., 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).
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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: | 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: | https://mural.maynoothuniversity.ie/id/eprint/12734 |
| 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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