The simultaneous estimation of the state sequence of a discrete-time finite-state Markov chain and the unknown probabilities governing the Markov chain is considered. The availability of discrete observations made in the presence of memoryless noise is assumed. A decision-directed estimator based on the Viterbi algorithm using the true Markov chain probabilities is described.
|Number of pages
|Proceedings of the IEEE Conference on Decision and Control
|Published - Jan 1 1987
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization