Krishnamurthy, Vikram; Moore, John B. On-line estimation of hidden Markov model parameters based on the Kullback-Leibler information measure. (English) Zbl 0825.93742 IEEE Trans. Signal Process. 41, No. 8, 2557-2573 (1993). Cited in 17 Documents MSC: 93E10 Estimation and detection in stochastic control theory 94A12 Signal theory (characterization, reconstruction, filtering, etc.) 94A17 Measures of information, entropy PDF BibTeX XML Cite \textit{V. Krishnamurthy} and \textit{J. B. Moore}, IEEE Trans. Signal Process. 41, No. 8, 2557--2573 (1993; Zbl 0825.93742) Full Text: DOI OpenURL