{"entities":{"Q2574606":{"pageid":2585349,"ns":120,"title":"Item:Q2574606","lastrevid":48603043,"modified":"2026-01-05T08:47:01Z","type":"item","id":"Q2574606","labels":{"en":{"language":"en","value":"Linear optimal prediction and innovations representations of hidden Markov models."}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2233798"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$038A5650-4009-4337-A8C3-B9876170A247","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"62de71bbd256fe44f0b099d4b572fe7dafc8b467","datavalue":{"value":{"text":"Linear optimal prediction and innovations representations of hidden Markov models.","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2574606$B9B29A02-CFBB-4829-90EF-6ACB196A96DD","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c7c5ef8c049f58ab681e003db831c7af6497a0d3","datavalue":{"value":"1075.62626","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2574606$62C7546F-09BE-4474-992A-DD25988B3D1C","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"8730f511a19c6652ef1f584f4209f61ddd48d439","datavalue":{"value":"10.1016/S0304-4149(03)00086-3","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2574606$3901683E-63FE-4216-8EA3-8A23FED79D58","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"150e236381db37756fc1cb6462d7bfd1fb19ff38","datavalue":{"value":{"entity-type":"item","numeric-id":1043725,"id":"Q1043725"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$04690B7E-108C-476F-91A6-69CAF8B87D32","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"1b94880ec25052c19a040699e05100a33b88e346","datavalue":{"value":{"entity-type":"item","numeric-id":225680,"id":"Q225680"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$14D4A399-3989-4993-AC03-45FC2482CE4C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"efed045b0c380843dbcd8f79e11796608fb663bc","datavalue":{"value":{"entity-type":"item","numeric-id":225458,"id":"Q225458"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$01C36680-08C7-4F87-B6EA-34D6F255C3B6","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0a7f38bff7197b9d5228d1d2cd340d5028d13b61","datavalue":{"value":{"entity-type":"item","numeric-id":61365,"id":"Q61365"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$46AA919E-13C1-44C1-8F5C-0FE476965301","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"16707be21d380c0b939bdd4a2101c525b4135865","datavalue":{"value":{"time":"+2005-11-29T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2574606$A292A964-7412-4ABC-91CE-3DD5D4B6A6AC","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"86390f467fe9324861969c19e65e74eac29ee707","datavalue":{"value":"Let \\(\\{x_t\\}\\) be an unobservable Markov chain with states \\(e_1, \\dots , e_n\\) and \\(\\{y_t\\}\\) an observable process which takes values \\(d_1, \\dots , d_{\\ell }\\). Assume that given \\(\\{x_t\\}\\), \\(\\{y_t\\}\\) is a sequence of conditionally independent random variables and that the conditional distribution of \\(y_t\\) depends on \\(x_t\\) only. Then we have hidden a Markov model. Define \\(a_{ij}=P(x_{t+1}=e_i\\mid x_t=e_j)\\), \\(c_{ij}=P(y_{t+1}=d_i\\mid x_t=e_j)\\), \\(A=(a_{ij})\\), \\(C=(c_{ij})\\). The authors transform the state space system \\(x_{t+1}=A x_t + \\xi _{t+1}\\), \\(y_{t+1}=C x_t + \\eta _{t+1}\\) to innovations representation, which is a recursive representation of the optimal linear predictor. The derivation requires the solution of algebraic Riccati equations under non-minimality assumptions. Two numerical examples with \\(n=\\ell =2\\) are presented. It is shown that the optimal predictor and optimal linear predictor perform similarly. The optimal linear predictor has a smaller computational advantage.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2574606$D06494A7-0558-449F-99BA-3D6157E9F5DB","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"da09a36b3cd55a8c4008bfc1571e995d63777860","datavalue":{"value":"62M20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2574606$23E6F818-E029-43BD-90D9-EBB360F4EC58","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"d9411cac0030854df2687a8c4b47af974819fc5d","datavalue":{"value":"2233798","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2574606$D18A6900-6FC6-4880-975B-8A94DC86528E","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"92c375f7c3d4dddd648a28dcdcadfea74a6bcb73","datavalue":{"value":"hidden Markov model","type":"string"},"datatype":"string"},"type":"statement","id":"Q2574606$34D7C0F8-CFAA-4A0B-B921-17C58CF295A5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d27521390eca6e165d9d296078a7ea511e3afc07","datavalue":{"value":"innovations representation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2574606$1DFA5524-1F7A-440C-BC0E-441C55501087","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"892b8f6e94d69de5fe79e35174ac1294ce4d29ea","datavalue":{"value":"Kalman filter","type":"string"},"datatype":"string"},"type":"statement","id":"Q2574606$31B9B0CB-0316-4F54-AE1B-A8513A97B621","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"856acf9906970519d1d59753caab645696acf990","datavalue":{"value":"non-minimality","type":"string"},"datatype":"string"},"type":"statement","id":"Q2574606$A8E9438C-8F77-4201-8398-77B1EE215F38","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1c4dc38b46007481e45cfc7ba804f4d20474b118","datavalue":{"value":"prediction error representation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2574606$E9EEBE01-68AB-4AD3-B15E-8FFDD11CE09C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"04033fea0920328fb5b5813d0439c3de2d248dde","datavalue":{"value":"Riccati equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2574606$68A06311-3228-4419-930D-1F4BEDCB7C82","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"bc1d069f2c38316914fa1c15dd5ac58a2e9b6a82","datavalue":{"value":{"entity-type":"item","numeric-id":452896,"id":"Q452896"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$3355B83C-B134-4A07-BBE4-352FD9D24799","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$7A25C115-7643-4406-B88A-84745DD80B4A","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"e008fe3a07953aad73122d8393907c4feef47963","datavalue":{"value":{"entity-type":"item","numeric-id":2549300,"id":"Q2549300"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$B6B2F9D2-5634-42B8-8D09-9AF00260F204","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4f27817121884e130d912e1fdffd88af807317a","datavalue":{"value":{"entity-type":"item","numeric-id":4857387,"id":"Q4857387"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$587A2811-B059-4242-A1C8-CD55D9D9FD2C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"38447e5d9274ccef2f40cefecc5e03028fa5d203","datavalue":{"value":{"entity-type":"item","numeric-id":5521153,"id":"Q5521153"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$61F2FBDD-EE30-4FD3-9D4B-F8266A2B8E6B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3f51813be22b3d85958ecd5e97ff33b1ccdbd4ee","datavalue":{"value":{"entity-type":"item","numeric-id":5582733,"id":"Q5582733"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$2F05D46F-E363-4474-86C6-228584FAE53F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"af90fee835b1f533ff8032a7b7b1cb1c1095f218","datavalue":{"value":{"entity-type":"item","numeric-id":1807129,"id":"Q1807129"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$63A0753A-FB18-4AFC-9F2B-70C2C49968F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6d62def742cf0ba2751f6c3a43d43e7abd3dbaff","datavalue":{"value":{"entity-type":"item","numeric-id":4040130,"id":"Q4040130"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$B73E8F5F-36EF-4239-A919-1FE7F90A3F28","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fbabe7b5a8dc30d21f904c01821165171fc27bcd","datavalue":{"value":{"entity-type":"item","numeric-id":4219769,"id":"Q4219769"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$38C079CF-F206-4F44-BCC2-80DE269D0CA6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"76c7daef6bcfec4a523dde8517efb22e2b20b172","datavalue":{"value":{"entity-type":"item","numeric-id":4223050,"id":"Q4223050"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$FAE2E953-3DF3-45B9-90A1-ACB08EB76DF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"22fbcdebe4c3285feb29c6ff019ae3a36299bf18","datavalue":{"value":{"entity-type":"item","numeric-id":4323296,"id":"Q4323296"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$3137E0AB-005B-435D-AEA9-0C749E8EB940","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f82489995d6f527b1a9cefe0276e613e26884540","datavalue":{"value":{"entity-type":"item","numeric-id":4674523,"id":"Q4674523"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$F38BCBF1-579F-4156-91A0-03747357735B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f954c161848ffc96f8a093420dac0054a3e3b184","datavalue":{"value":{"entity-type":"item","numeric-id":4078170,"id":"Q4078170"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$6BEAC1D6-52A7-4525-84C5-6D61821A4925","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"07d979d211c3d67f146e54014dc26be188807803","datavalue":{"value":{"entity-type":"item","numeric-id":4039983,"id":"Q4039983"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$40675BBB-5D7E-412C-8AF8-5A2BA5F5CEC6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"611ce02b880eeeb949f17907929f27ae4d88a486","datavalue":{"value":{"entity-type":"item","numeric-id":4701189,"id":"Q4701189"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$AE72E470-FBB4-4D04-9767-4279296EBE13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"26ee0155803ac7747474e8565728d6ba993edc38","datavalue":{"value":{"entity-type":"item","numeric-id":4864761,"id":"Q4864761"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$A3D3328C-BB1F-453F-BC16-C41E2B904900","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a57dacc4af54c47a1b560e224ac90fd3b3d10f03","datavalue":{"value":{"entity-type":"item","numeric-id":3800193,"id":"Q3800193"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$55DCA5EE-FD8B-4F1F-867C-07F2B73C19CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6bd75cea6e605bab8ef0f0bc39dc434983127502","datavalue":{"value":{"entity-type":"item","numeric-id":4366804,"id":"Q4366804"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$CF00B318-BA32-4BC1-A9A9-115B40F917F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2c8c0af62f76d40090fa2460c5f34866c3732d13","datavalue":{"value":{"entity-type":"item","numeric-id":5571429,"id":"Q5571429"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$3AA34F2C-C557-400E-B87D-6A07FBCCE2D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2721c702dd018b6c82dceadd8f3e8916a3a56b42","datavalue":{"value":{"entity-type":"item","numeric-id":1157624,"id":"Q1157624"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$66326069-A6E0-417C-81E6-503C74E81BA1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"24ba1254693dff9da21cf5f3971461f83d335b89","datavalue":{"value":{"entity-type":"item","numeric-id":5559602,"id":"Q5559602"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2574606$E054F375-1591-4C53-A6C3-ED7726F53276","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"d518b3130cc632b59d6088dda60c09bc7b8fbca4","datavalue":{"value":"https://doi.org/10.1016/s0304-4149(03)00086-3","type":"string"},"datatype":"url"},"type":"statement","id":"Q2574606$71BAB113-BA92-469C-99BA-B69D9B46D725","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"92a5713036ef2974b5bfa1e9883a36b34fb603a5","datavalue":{"value":"W2151432438","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2574606$9B97D74B-9678-4294-85C1-38DA6CC27360","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0188d2f39e68ef1b5df459197c034c5851fa6e63","datavalue":{"value":{"entity-type":"item","numeric-id":1195844,"id":"Q1195844"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d9f6764847b76b8f56ef79146a9f4405116b64a6","datavalue":{"value":{"amount":"+0.7760450839996338","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2574606$4DE4C051-3F93-4A1F-8899-CBFE2B59998A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2d2871e2b906f33360c1054728c28e0c647c8905","datavalue":{"value":{"entity-type":"item","numeric-id":936479,"id":"Q936479"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"310f459190897370f8ec58959efe377cd07de3bd","datavalue":{"value":{"amount":"+0.7691512703895569","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2574606$E1611F79-14D3-4BEA-9789-7FC3525D1271","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c921c55e31dd561030862c04e48e3e0108ed2730","datavalue":{"value":{"entity-type":"item","numeric-id":671281,"id":"Q671281"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"adf94199710d643482c0b20cb0ea52cac15ccff4","datavalue":{"value":{"amount":"+0.7552039623260498","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2574606$AE9107FF-93D2-4E0E-8959-9D04778B91A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9346f95d80dd0666e9ad78899bacac250ae7e030","datavalue":{"value":{"entity-type":"item","numeric-id":4284865,"id":"Q4284865"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a64783e0ffc929a1a7bcef965b3da71c6ab50c16","datavalue":{"value":{"amount":"+0.7532680034637451","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2574606$0BC2312E-782D-4D01-AFE0-009E45D6AB5A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d9c58378e708b39e988bf9701c6a6cc5c9d127b3","datavalue":{"value":{"entity-type":"item","numeric-id":3098920,"id":"Q3098920"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b58cdb9d6e4ef4be036d238af8b93951cfd78a59","datavalue":{"value":{"amount":"+0.7512487173080444","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2574606$320F788F-E13D-4FF1-A58D-7637C230D4F0","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2574606","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2574606"}}}}}