Elliott, RobertSiu, Tak Kuen2012-06-132012-06-132011Robert J. Elliott, Tak Kuen Siu, Control of discrete-time HMM partially observed under fractional Gaussian noises, Systems & Control Letters, Volume 60, Issue 5, May 20110167-6911http://hdl.handle.net/1880/48982Article deposited according to publisher policy posted on SHERPA/ROMEO, June 13, 2012A discrete-time control problem of a finite-state hidden Markov chain partially observed in a fractional Gaussian process is discussed using filtering. The control problem is then recast as a separated problem with information variables given by the unnormalized conditional probabilities of the whole path of the hidden Markov chain. A dynamic programming result and a minimum principle are obtained.engDiscrete-time controlHidden Markov modelsFractional Gaussian noisesUnnormalized conditional probabilityDynamic programmingMinimum principlejournal article10.11575/PRISM/34078