On hidden Markov chains and finite stochastic systems.
From MaRDI portal
Publication:1423261
DOI10.1016/S0167-7152(03)00011-7zbMath1116.93391arXivmath/0107144MaRDI QIDQ1423261
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
60G42: Martingales with discrete parameter
93E11: Filtering in stochastic control theory
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
93E03: Stochastic systems in control theory (general)
Related Items
The evolution of aggregated Markov chains, On the Relationships Between Lumpability and Filtering of Finite Stochastic Systems
Cites Work