Markov property for a function of a Markov chain: A linear algebra approach
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Publication:2484388
DOI10.1016/j.laa.2005.02.007zbMath1077.15017WikidataQ105583718 ScholiaQ105583718MaRDI QIDQ2484388
Publication date: 1 August 2005
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2005.02.007
observability; hidden Markov chain; polynomial-time algorithm; stochastic matrices; homogeneous Markov chain; \(k\)th-order Markov chain; lumping map; Rogers-Pitman matrix
Related Items
Observability and nonlinear filtering, Entropy of hidden Markov processes via cycle expansion, Markov property for a function of a Markov chain: A linear algebra approach, On the Relationships Between Lumpability and Filtering of Finite Stochastic Systems
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Cites Work
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