A Markov model containing state-conditio
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L. Deng; C. Rathinavelu
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Article
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1995
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Elsevier Science
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English
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In this paper we report our development of a new class of hidden Markov models (HMMs) with each state characterized by a time series model which is non-stationary up to the second order. A closeform solution for the model parameter estimation is obtained based on the EM algorithm and on the matrix-c