On hidden Markov chains and finite stochastic systems.

DOI10.1016/S0167-7152(03)00011-7zbMath1116.93391arXivmath/0107144OpenAlexW2128567353MaRDI QIDQ1423261

Peter Spreij

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0107144

zbMATH Keywords

Markov chainRecursive filteringHidden Markov chainStochastic system

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Filtering in stochastic control theory (93E11) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic systems in control theory (general) (93E03)

Related Items (2)

On the Relationships Between Lumpability and Filtering of Finite Stochastic Systems ⋮ The evolution of aggregated Markov chains

Cites Work

• Hidden Markov random fields
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• On the Markov property of a finite hidden Markov chain
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