On the Markov property of a finite hidden Markov chain (Q5937051): Difference between revisions
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scientific article; zbMATH DE number 1618409
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Markov property of a finite hidden Markov chain |
scientific article; zbMATH DE number 1618409 |
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On the Markov property of a finite hidden Markov chain (English)
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10 June 2002
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The question of the conditions under which a hidden Markov chain itself exhibits Markovian behaviour is studied. The provided answer is based on two different approaches: 1) the authors use known results by Rubino and Sericola for deterministic functions of a Markov chain by considering a bivariate chain; 2) a method based on a recursive filtering formula for the underlying chain is proposed. The prediction problem is considered.
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Markov chain
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hidden Markov chain
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recursive filtering
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predictions
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