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Recursive parameter estimation and its convergence for multivariate normal hidden Markov inhomogeneous models

In this paper, will discussed parameter estimation and convergence analysis of multivariate normal hidden inhomogeneous Markov models. The results of this research show that by using the expectation maximization algorithm, a sequence of parameter estimators converges to a stationary point of the lik...

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書誌詳細
主要な著者:	Miftahul Fikri, Miftahul Fikri, Abdul Malek, Zulkurnain, Mohd. Esa, Mona. Riza, Eko Supriyanto, Eko Supriyanto
フォーマット:	論文
言語:	English
出版事項:	Penerbit UTM Press 2023
主題:	TK Electrical engineering. Electronics Nuclear engineering
オンライン･アクセス:	http://eprints.utm.my/105358/1/ZulkurnainAbdulMalek2023_RecursiveParameterEstimationandItsConvergence.pdf http://eprints.utm.my/105358/ http://dx.doi.org/10.11113/mjfas.v19n5.3041
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