Title | ||
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Double Markov Process blind estimation: Application to communication in a long memory channel. |
Abstract | ||
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Also called a Markov switching process, a Double Markov Process (DMP) is an extension of the Hidden Markov Chain (HMC) where the observed process conditionally to the hidden one is modelled by a Markov process. This paper focuses on the estimation of a DMP model, the goal being twofold. First we provide the Cramer–Rao bound of the covariance matrix of any unbiased estimator in order to assess the accuracy limitations. Then we develop a DMP blind estimator for communication through a long memory channel. The results show the benefit of such a modelling in terms of both performance and complexity. |
Year | DOI | Venue |
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2014 | 10.1016/j.dsp.2014.02.016 | Digital Signal Processing |
Keywords | Field | DocType |
Double Markov Process,Blind estimation,Long memory channel,Fisher information | Mathematical optimization,Markov process,Maximum-entropy Markov model,Markov property,Partially observable Markov decision process,Markov model,Markov chain,Variable-order Markov model,Hidden Markov model,Mathematics | Journal |
Volume | ISSN | Citations |
29 | 1051-2004 | 0 |
PageRank | References | Authors |
0.34 | 17 | 4 |
Name | Order | Citations | PageRank |
---|---|---|---|
Noura Dridi | 1 | 4 | 0.83 |
Yves Delignon | 2 | 164 | 16.55 |
Wadih Sawaya | 3 | 25 | 6.35 |
Christelle Garnier | 4 | 17 | 3.78 |