Hidden Markov Models and Dynamical Systems

Hidden Markov Models and Dynamical Systems

Description

This text provides an introduction to hidden Markov models (HMMs) for the dynamical systems community. It is a valuable text for third or fourth year undergraduates studying engineering, mathematics, or science that includes work in probability, linear algebra and differential equations. The book presents algorithms for using HMMs, and it explains the derivation of those algorithms. It presents Kalman filtering as the extension to a continuous state space of a basic HMM algorithm. The book concludes with an application to biomedical signals. This text is distinctive for providing essential introductory material as well as presenting enough of the theory behind the basic algorithms so that the reader can use it as a guide to developing their own variants.


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Details

Author(s)
Andrew M. Fraser
Format
Paperback | 143 pages
Dimensions
175 x 254 x 7mm | 270g
Publication date
30 May 2011
Publisher
Society for Industrial & Applied Mathematics,U.S.
Publication City/Country
New York, United States
Language
English
ISBN10
0898716659
ISBN13
9780898716658
Bestsellers rank
1,585,950