Finite dimensional predictors for hidden Markov chains (Q1195844)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite dimensional predictors for hidden Markov chains |
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Finite dimensional predictors for hidden Markov chains (English)
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4 January 1993
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Using a general filtering equation for processes (obtained recently by R. J. Elliott) related to a continuous time Markov chain observed in Gaussian noise, finite-dimensional normalized and unnormalized predictors for the state, for the number of jumps from a state to another and for the occupation time in any state, are obtained.
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filtering equation
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Gaussian noise
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finite-dimensional normalized and unnormalized predictors
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occupation time
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