On the Markov property of a finite hidde
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Peter Spreij
📂
Article
📅
2001
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Elsevier Science
🌐
English
⚖ 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 ÿltering formula for the underlying chain.