Faculty Publications
Filtering Of Hidden Weak Markov Chain -Discrete Range Observations
Document Type
Article
Keywords
EM algorithm, Filtering, Hidden weak Markov chain, Parameter reestimation, Smoothing
Journal/Book/Conference Title
International Series in Operations Research and Management Science
Volume
104
First Page
101
Last Page
119
Abstract
In this paper we consider a hidden discrete time finite state process X whose behavior at the present time t depends on its behavior at the previous k time steps, which is a generalization of the usual hidden finite state Markov chain, in which k equals to one. We consider the case when the range space of our observations is finite. We present filtering equations for certain functionals of the chain and perform related error analysis.
Department
Department of Mathematics
Original Publication Date
1-1-2007
Recommended Citation
Luo, Shangzhen and Tsoi, Allanus H., "Filtering Of Hidden Weak Markov Chain -Discrete Range Observations" (2007). Faculty Publications. 2676.
https://scholarworks.uni.edu/facpub/2676
