This paper deals with convergence of the maximum a posterior probability path estimator in hidden Markov models. We show that when the state space of the hidden process is continuous, the optimal path may stabilize in a way which is essentially different from the previously considered finite-state setting. © 2011 ISI/BS.
CITATION STYLE
Chigansky, P., & Ritov, Y. (2011). On the viterbi process with continuous state space. Bernoulli, 17(2), 609–627. https://doi.org/10.3150/10-BEJ294
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