Online identification of hidden Markov models via recursive prediction error techniques

Mathematics

• Transition Probability 100%
• Hidden Markov Model 100%
• Prediction Error 100%
• Wide Variety 50%
• Markov Chain 50%
• Simulation Study 50%
• Discrete State 50%
• Discrete Set 50%

Computer Science

• Prediction Error 100%
• Markov Chain 50%
• Algorithm Converges 50%
• Simulation Study 50%
• Implementation Aspect 50%

Engineering

• Recursive 100%
• Prediction Error 100%
• Discrete State 33%
• Positivity 33%
• Noise Density 33%