During the last decade,Hidden Markov Models (HMMs) have become a widespread tool for modeling sequence of dependent variables. Parameter estimation of HMMs is most important in actual application. By changing continued-time HMMs into discrete-time HMMs, we consider maximum likelihood estimation for a special HMMs which is called Markov-modulated Poisson processes. Such processes have been proposed for modeling traffic streams in complex telecommunication networks.
参考文献
相似文献
引证文献
引用本文
王春玲,李兵,葛正坤.经马氏修正的Poisson过程的极大似然估计[J].国防科技大学学报,2002,24(3):27-31. WANG Chunling, LI Bing, GE Zhengkun. A Maximum Likelihood Estimationfor Markov-modulated Poisson Processes[J]. Journal of National University of Defense Technology,2002,24(3):27-31.