Title
On state-estimation of a two-state hidden Markov model with quantization
Abstract
We consider quantization from the perspective of minimizing filtering error when quantized instead of continuous measurements are used as inputs to a nonlinear filter, specializing to discrete-time two-state hidden Markov models (HMMs) with continuous-range output. An explicit expression for the filtering error when continuous measurements are used is presented. We also propose a quantization scheme based on maximizing the mutual information between quantized observations and the hidden states of the HMM
Year
DOI
Venue
2001
10.1109/78.890362
IEEE Transactions on Signal Processing
Keywords
Field
DocType
discrete time systems,hidden Markov models,nonlinear filters,quantisation (signal),state estimation,HMMs,continuous measurements,continuous-range output,discrete-time two-state hidden Markov models,filtering error,mutual information,nonlinear filter,quantization,quantized measurements,state-estimation,two-state hidden Markov model
Mathematical optimization,Algorithm,Filter (signal processing),Speech recognition,Quantization (physics),Mutual information,Discrete time and continuous time,Hidden Markov model,Quantization (signal processing),Nonlinear filter,Mathematics,Hidden semi-Markov model
Journal
Volume
Issue
ISSN
49
1
1053-587X
Citations 
PageRank 
References 
10
0.83
5
Authors
4
Name
Order
Citations
PageRank
L. Shue1121.23
S. Dey2243.19
B. D. O. Anderson3532108.44
De Bruyne, F.4223.61