𝔖 Bobbio Scriptorium
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Finite-Dimensional Models for Hidden Markov Chains

✍ Scribed by Lakhdar Aggoun and Robert J. Elliott

Book ID
125064834
Publisher
Applied Probability Trust
Year
1995
Tongue
English
Weight
897 KB
Volume
27
Category
Article
ISSN
0001-8678

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πŸ“œ SIMILAR VOLUMES

On the Markov property of a finite hidde
On the Markov property of a finite hidden Markov chain
✍ Peter Spreij πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 119 KB

In this paper we study the question of the conditions under which a hidden Markov chain itself exhibits Markovian behaviour. An insightful method to answer this question is based on a recursive ΓΏltering formula for the underlying chain.