On the Relationships Between Lumpability and Filtering of Finite Stochastic Systems

DOI10.1239/jap/1222441821zbMath1147.93412OpenAlexW2063594775MaRDI QIDQ3535628

James Ledoux, Gary D. Brushe, Langford B. White

Publication date: 13 November 2008

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1222441821

zbMATH Keywords

hidden Markov chainmodel reductionoptimal filteringdiscrete Markovian arrival process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) System structure simplification (93B11)

Related Items

Testing lumpability for marginal discrete hidden Markov models

Uses Software

• PEPA

Cites Work

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