Title
Double Markov Process blind estimation: Application to communication in a long memory channel.
Abstract
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
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 Dridi140.83
Yves Delignon216416.55
Wadih Sawaya3256.35
Christelle Garnier4173.78