Title
A Bernoulli Filter Approach To Detection And Estimation Of Hidden Markov Models Using Cluttered Observation Sequences
Abstract
Hidden Markov Models (Timms) are powerful statistical techniques with many applications, and in this paper they are used for modeling asymmetric threats. The observations generated by such Timms are generally cluttered with observations that are not related to the HMM. In this paper a Bernoulli filter is proposed, which processes cluttered observations and is capable of detecting if there is an HMM present, and if so, estimate the state of the HMM. Results show that the proposed filter is capable of detecting and estimating an HMM except in circumstances where the probability of observing the HMM is lower than the probability of receiving a clutter observation.
Year
Venue
Keywords
2015
2015 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING (ICASSP)
Hidden Markov model, detection, estimation, random finite sets, Bernoulli filter
Field
DocType
ISSN
Markov process,Maximum-entropy Markov model,Forward algorithm,Pattern recognition,Markov model,Computer science,Markov chain,Speech recognition,Artificial intelligence,Variable-order Markov model,Hidden Markov model,Hidden semi-Markov model
Conference
1520-6149
Citations 
PageRank 
References 
2
0.40
5
Authors
3
Name
Order
Citations
PageRank
Karl Granström135624.53
Peter Willett21962224.14
Yaakov Bar-Shalom346099.56