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Risk-sensitive maximum likelihood sequence estimation
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DOI：10.1109/81.536754.png)
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In this brief, we consider risk-sensitive Maximum Likelihood sequence estimation for hidden Markov models with finite-discrete states. An algorithm is proposed which is essentially a risk-sensitive variation of the Viterbi algorithm. Simulation studies show that the risk-sensitive algorithm is more robust to uncertainties in the transition probability matrix of the Markov chain. Similar estimation results are also obtained for continuous-range state models.
Keyword:
HIDDEN MARKOV-MODELS
SYSTEMS
期刊
IF:
5.2
论文数:
9.7K
被引数:
2.2W
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PROCEEDINGS OF THE IEEEIF25.9
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