A Monte Carlo algorithm for optimal quantization in hidden Markov models

In this paper, the problem of the optimal quantization of a signal generated by a hidden Markov model is considered. For this problem, an efficient algorithm based on Monte Carlo sampling, gradient estimation techniques and stochastic approximation is proposed. The properties of the proposed algorit...

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Detalles Bibliográficos
Main Authors: Tadić, V, Doucet, A
Formato: Journal article
Publicado: 2007