Adelaide Research & Scholarship
Please use this identifier to cite or link to this item:
https://hdl.handle.net/2440/69323
| Citations | ||
| Scopus | Web of Science® | Altmetric |
|---|---|---|
|
?
|
?
|
|
| Type: | Journal article |
| Title: | Control of discrete-time HMM partially observed under fractional Gaussian noises |
| Author: | Elliott, R. Siu, T. |
| Citation: | Systems and Control Letters, 2011; 60(5):350-355 |
| Publisher: | Elsevier Science BV |
| Issue Date: | 2011 |
| ISSN: | 0167-6911 |
| Statement of Responsibility: | Robert J. Elliott and Tak Kuen Siu |
| Abstract: | A discrete-time control problem of a finite-state hidden Markov chain partially observed in a fractional Gaussian process is discussed using filtering. The control problem is then recast as a separated problem with information variables given by the unnormalized conditional probabilities of the whole path of the hidden Markov chain. A dynamic programming result and a minimum principle are obtained. © 2011 Elsevier B.V. All rights reserved. |
| Keywords: | Discrete-time control Hidden Markov models Fractional Gaussian noises Unnormalized conditional probability Dynamic programming Minimum principle |
| Rights: | © 2011 Elsevier B.V. All rights reserved. |
| DOI: | 10.1016/j.sysconle.2011.02.012 |
| Description (link): | http://www.journals.elsevier.com/systems-and-control-letters/ |
| Published version: | http://dx.doi.org/10.1016/j.sysconle.2011.02.012 |
| Appears in Collections: | Aurora harvest 5 Mathematical Sciences publications |
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.