Mixture estimation with state-space components and Markov model of switching-Reference-Cited by-同舟云学术

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Mixture estimation with state-space components and Markov model of switching

Published:2013-12 Issue:24 Volume:37 Page:9970-9984
ISSN:0307-904X
Container-title:Applied Mathematical Modelling
language:en
Short-container-title:Applied Mathematical Modelling

Author:

Nagy Ivan,Suzdaleva Evgenia

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation

Reference23 articles.

1. Neural Networks: A Comprehensive Foundation;Haykin,1994

2. The infinite hidden markov model;Beal;Advances in Neural Information Processing Systems,2002

3. Kalman Filtering Theory and Practice Using MATLAB;Grewal,2001

4. Variational Bayesian analysis for hidden Markov models;McGrory;Australian & New Zealand Journal of Statistics,2009

5. The Variational Bayes Method in Signal Processing;Šmídl,2005

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