On the Viterbi process with continuous state space
Chigansky, Pavel ; Ritov, Yaacov
Bernoulli, Tome 17 (2011) no. 1, p. 609-627 / Harvested from Project Euclid
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This paper deals with convergence of the maximum a posterior probability path estimator in hidden Markov models. We show that when the state space of the hidden process is continuous, the optimal path may stabilize in a way which is essentially different from the previously considered finite-state setting.
Publié le : 2011-05-15
Classification:  hidden Markov models,  MAP path estimator,  Viterbi algorithm 
@article{1302009239,
     author = {Chigansky, Pavel and Ritov, Yaacov},
     title = {On the Viterbi process with continuous state space},
     journal = {Bernoulli},
     volume = {17},
     number = {1},
     year = {2011},
     pages = { 609-627},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1302009239}
}

Chigansky, Pavel; Ritov, Yaacov. On the Viterbi process with continuous state space. Bernoulli, Tome 17 (2011) no. 1, pp.  609-627. http://gdmltest.u-ga.fr/item/1302009239/