Download Hidden Markov models and dynamical systems epub
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Hidden Markov models and dynamical systems. Andrew M. Fraser
Download Hidden Markov models and dynamical systems
Hidden Markov models and dynamical systems Andrew M. Fraser ebook pdf
Publisher:
Language: English
Page: 144
ISBN: 0898716659, 9780898716658
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.
Book Description
An introduction to hidden Markov models for the dynamical systems community. The book presents algorithms for using HMMs and explains the derivation of those algorithms. It provides introductory material for undergraduate study in engineering, mathematics, or science that includes work in probability, linear algebra and differential equations.
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