Radiophysics and Quantum Electronics

, Volume 48, Issue 4, pp 321–328 | Cite as

The Viterbi Algorithm for Models of Hidden Markov Processes with the Unknown Moment of Appearance of Parameter Jump

  • A. V. Korolev
  • A. M. Silaev


The methods of the theory of optimal nonlinear filtering of the Markov processes is used to develop the Viterbi algorithm for obtaining optimal estimates of a sequence of hidden states in the model of discrete-value Markov processes generalized to the case of jump-like changing parameters with an unknown time of the jump appearance. The results of numerical simulation of the algorithm performance are given.


Markov Process Quantum Electronics Nonlinear Optic Optimal Estimate Algorithm Performance 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.


  1. 1.
    R. L. Stratonovich, Conditional Markov Processes and Their Use in the Theory of Optimal Control [in Russian], Moscow State University, Moscow (1966).Google Scholar
  2. 2.
    R. Sh. Liptser and A. N. Shiryaev, Statistics of Random Processes [in Russian], Nauka, Moscow (1974).Google Scholar
  3. 3.
    V. I Tikhonov and N. K. Kul'man, Nonlinear Filtering and Quasi-Coherent Signal Reception [in Russian], Sovet-skoe Radio, Moscow (1975).Google Scholar
  4. 4.
    A. M. Silaev, Automation and Remote Control, 57 No.10, ??? (1997).Google Scholar
  5. 5.
    A. V. Korolev and A. M. Silaev, Radiophys. Quantum Electron., 45, No.3, 230 (2002).CrossRefGoogle Scholar
  6. 6.
    I. L. MacDonald and W. Zucchini, Hidden Markov and Other Models for Discrete-Valued Time Series, CRC Press (1997).Google Scholar
  7. 7.
    L. Rabiner, Proc. IEEE, 77, 257 (1989).CrossRefGoogle Scholar

Copyright information

© Springer Science+Business Media, Inc. 2005

Authors and Affiliations

  • A. V. Korolev
    • 1
  • A. M. Silaev
    • 1
  1. 1.N. I. Lobachevsky State UniversityNizhny NovgorodRussia

Personalised recommendations