Inference in Hidden Markov Models by Eric Moulines (English) Paperback Book
172,39 €
By Eric Moulines, Tobias Ryden, Olivier Cappé. Many examples illustrate the algorithms and theory. MathSciNet"This monograph is a valuable resource. The book also carefully treats Gaussian linear state-space models and their extensions and it contains a chapter on general Markov chain theory and probabilistic aspects of hidden Markov models.
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