Kevin buckley 2007 4 hidden markov model in digital

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Unformatted text preview: 1 0000 1111 0000 1111 0000 1111 0000 1111 0000 1111 0000 1 0 1 11111 0 00000 1 0 1 0 1 0 1 0 1111 0000 1111 0000 1111 0000 1111 0000 11111 00000 1 0 1 0 1 0 1 0 1 0 1 0 n=1 n=2 n=3 n=4 n=5 Figure 1: The state diagram for a simple binary delay-line vector Markov chain. Kevin Buckley - 2007 4 Hidden Markov Model: In digital communications and in many other areas of engineering (e.g. from signal processing, speech and Radar target tracking) Markov chains occur but are not observed directly. For example, the vector of delayed symbols in a PRS generator delay-line is a vector Markov chain. At the receiver we do not observe this directly. Rather we observe a linear combination of elements of the vector Markov chain in AWGN. The AWGN represents a second level of randomness (in addition to the randomness embedded in the Markov chain) incorporated into the observation. In general, a random process generated as a function of a Markov chain which involved a second level of randomness is referred to as a Hidden Markov...
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This document was uploaded on 10/12/2009.

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