Abstract
A survey of research works on the parameter estimation of hidden Markov processes is presented. Two observation models are considered: a partially observed two-dimensional Gaussian process and a telegraph process observed against the background of white Gaussian noise. The properties of estimators in the large sample and small noise asymptotics are described. Special attention is paid to the computational complexity and asymptotic efficiency of the estimators proposed.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.