Triplet Markov chains (Q1854705)
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scientific article; zbMATH DE number 1854353
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Triplet Markov chains |
scientific article; zbMATH DE number 1854353 |
Statements
Triplet Markov chains (English)
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14 May 2003
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Denote by \(X_n\) a hidden process that we estimate from an observed process \(Y_n\). When \(X_n\) has a finite set of values and \((X_n,Y_n)\) is Markov, recursive formulas may be used in computations, this is called the pairwise Markov chains model in previous works. Now, when \((X_n,Y_n)\) is not Markov, it may be that with additional information \(U_n\), some \((X_n,U_n,Y_n)\) is. If \(U_n\) also has a finite set of values the same formulas yield estimates for \((X_n,U_n)\), then for \(X_n\) after addition. The author names this the triplet Markov chain model.
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hidden Markov chains
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0.7649902105331421
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0.7633599638938904
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0.7509567737579346
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0.7476401329040527
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0.7406575679779053
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