Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Parameter Estimation of Hidden Diffusion Processes: Particle Filter vs.
  Modified Baum-Welch Algorithm   We propose a new method for the estimation of parameters of hidden diffusion
processes. Based on parametrization of the transition matrix, the Baum-Welch
algorithm is improved. The algorithm is compared to the particle filter in
application to the noisy periodic systems. It is shown that the modified
Baum-Welch algorithm is capable of estimating the system parameters with better
accuracy than particle filters.

7
The categories of this paper are: hep-th
29
The categories of this paper are: funct-an
9
The categories of this paper are: nlin
15
The categories of this paper are: nucl-ex
17
The categories of this paper are: q-fin
2
The categories of this paper are: math
18
The categories of this paper are: econ
23
The categories of this paper are: solv-int
35
The categories of this paper are: mtrl-th
4
The categories of this paper are: cond-mat
37
The categories of this paper are: supr-con
10
The categories of this paper are: q-bio
31
The categories of this paper are: ao-sci
3
The categories of this paper are: physics
22
The categories of this paper are: chao-dyn
32
The categories of this paper are: atom-ph