On the Markov property of a finite hidden Markov chain

✍ Scribed by Peter Spreij

• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 119 KB
• Volume: 52
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(00)00216-9

✦ Synopsis

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 ÿltering formula for the underlying chain.