Comparison of state estimation using finite mixtures and hidden Markov models

Abstract

Many various algorithms are developed for state estimation of dynamic switching systems. It is not a straightforward task to choose the most suitable one. This paper deals with testing of state estimation via two well-known approaches: recursive estimation with finite mixtures and iterative technique with hidden Markov models. A discussion of comparison of these online and offline counterparts is of true interest. The paper describes experiments providing a comparison of these methods.