article · IEEE Transactions on Circuits and Systems I Fundamental Theory and Applications · 1996

Risk-sensitive maximum likelihood sequence estimation

Robert J. Elliott, J.B. Moore, Subhrakanti Dey

Cited by 6Abstract and details only

Abstract

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.

Cite this paper

APA 7

Elliott, R. J., Moore, J., & Dey, S. (1996). Risk-sensitive maximum likelihood sequence estimation. IEEE Transactions on Circuits and Systems I Fundamental Theory and Applications, 43(9), 805–810. https://doi.org/10.1109/81.536754

MLA 9

Elliott, Robert J., et al. “Risk-sensitive maximum likelihood sequence estimation.” IEEE Transactions on Circuits and Systems I Fundamental Theory and Applications, vol. 43, no. 9, 1996, pp. 805–10, https://doi.org/10.1109/81.536754.

Chicago

Elliott, Robert J., J.B. Moore, and Subhrakanti Dey. 1996. “Risk-sensitive maximum likelihood sequence estimation.” IEEE Transactions on Circuits and Systems I Fundamental Theory and Applications 43 (9): 805–10. https://doi.org/10.1109/81.536754.

Harvard

Elliott, R.J., Moore, J. and Dey, S. (1996) ‘Risk-sensitive maximum likelihood sequence estimation’, IEEE Transactions on Circuits and Systems I Fundamental Theory and Applications, 43(9), pp. 805–810. Available at: https://doi.org/10.1109/81.536754.

BibTeX

@article{elliott1996risk,
  title = {{Risk-sensitive maximum likelihood sequence estimation}},
  author = {Elliott, Robert J. and Moore, J.B. and Dey, Subhrakanti},
  journal = {IEEE Transactions on Circuits and Systems I Fundamental Theory and Applications},
  volume = {43},
  number = {9},
  pages = {805--810},
  year = {1996},
  doi = {10.1109/81.536754}
}

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