Multiple-prediction-horizon recursive identification of hidden Markov models

Iain B. Collings*, John B. Moore

*Corresponding author for this work

Research output: Contribution to journalConference paper

1 Citation (Scopus)

Abstract

This paper considers on-line identification of hidden Markov models via multiple-prediction-horizon recursive prediction error (RPE) methods. Working with multiple prediction horizons ensures that there is consistent parameter estimation, under appropriate excitation conditions. Simulation studies are included to illustrate the advantages of the proposed approach when compared to standard methods (which do not ensure consistent parameter estimation).

Original languageEnglish
Pages (from-to)2821-2824
Number of pages4
JournalICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume5
Publication statusPublished - 1996
Externally publishedYes

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