文档介绍：Stochastic Mechanics Applications of
Random Media Mathematics
Signal Processing Stochastic Modelling
and Image Synthesis and Applied Probability
Mathematical Economics
Stochastic Optimization
Stochastic Control 29
Edited by I. Karatzas
M. Yor
Advisory Board P. Br´emaud
E. Carlen
R. Dobrushin
W. Fleming
D. Geman
G. Grimmett
G. Papanicolaou
J. Scheinkman
Robert J. Elliott Lakhdar Aggoun
John B. Moore
Hidden Markov
Models
Estimation and Control
Robert J. Elliott John B. Moore
Department of Mathematical Sciences Department of Systems Engineering
University of Alberta Australian National University
Edmonton, Alberta, Canada T6G 2G1 Canberra, ACT 0200, Australia
Lakhdar Aggoun
Department of Statistics
University of Auckland
Auckland, New Zealand
Managing Editors
I. Karatzas M. Yor
Department of RS, Laboratoire de Probabilit´es
Columbia University Universit´e Pierre et Marie Curie
New York, NY 10027, USA 4 Place Jussieu, Tour 56
75252 Paris Cedex 05, France
Mathematics Subject Classifications (1991): 02/50, 02/65, 06/05, 06/53
Library of Congress Cataloging-in-Publication Data
Elliott, Robert James.
Hidden Markov models : estimation and control / Robert J. Elliott,
Lakhdar Aggoun, John B. Moore.
p. cm. —(Applications of mathematics ; vol. 29)
Includes bibliographical references and indexes.
ISBN 0-387-94364-1
1. Markov processes. I. Aggoun, Lakhdar. II. Moore, John B.
(John Barratt), 1941–. III. Title. IV. Series: Applications of
mathematics ; 29.
1994
–dc20 94-28643
Printed on acid-free paper.
c 1995 Springer-Verlag New York, Inc.
All rights reserved. This work may not be translated or copied in whole or in part without
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