Uncertainty and filtering of hidden Markov models in discrete time View Full Text


Ontology type: schema:ScholarlyArticle      Open Access: True


Article Info

DATE

2020-06-03

AUTHORS

Samuel N. Cohen

ABSTRACT

We consider the problem of filtering an unseen Markov chain from noisy observations, in the presence of uncertainty regarding the parameters of the processes involved. Using the theory of nonlinear expectations, we describe the uncertainty in terms of a penalty function, which can be propagated forward in time in the place of the filter. We also investigate a simple control problem in this context. More... »

PAGES

4

Identifiers

URI

http://scigraph.springernature.com/pub.10.1186/s41546-020-00046-x

DOI

http://dx.doi.org/10.1186/s41546-020-00046-x

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1128195215


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