Identifiability of hidden Markov information sources and their minimum degrees of freedom
From MaRDI portal
Publication:3990768
DOI10.1109/18.119690zbMath0742.60041OpenAlexW2164018763MaRDI QIDQ3990768
Kingo Kobayashi, Hisashi Ito, Shun-ichi Amari
Publication date: 28 June 1992
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/18.119690
Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
Related Items (24)
Nonidentifiability of the two-state BMAP ⋮ Observability and nonlinear filtering ⋮ New results about weakly equivalent \(\mathrm{MAP}_2\) and \(\mathrm{MAP}_3\) processes ⋮ Phase-type models for competing risks, with emphasis on identifiability issues ⋮ Topology, convergence, and reconstruction of predictive states ⋮ Markov modulated Poisson process associated with state-dependent marks and its applications to the deep earthquakes ⋮ SPRT and CUSUM in hidden Markov models ⋮ Observational nonidentifiability, generalized likelihood and free energy ⋮ Efficient likelihood estimation in state space models ⋮ The complete realization problem for hidden Markov models: a survey and some new results ⋮ On the existence of a positive realization ⋮ Norm-Observable Operator Models ⋮ Markov property for a function of a Markov chain: A linear algebra approach ⋮ A Mover–Stayer Model for Longitudinal Marker Data ⋮ Nonidentifiability of the Two-State Markovian Arrival Process ⋮ PH-Invariant Polytopes and Coxian Representations of Phase Type Distributions ⋮ The calculi of emergence: Computation, dynamics and induction ⋮ Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions ⋮ Local equivalence problem in hidden Markov model ⋮ Information geometry approach to parameter estimation in hidden Markov model ⋮ Number of hidden states and memory: a joint order estimation problem for Markov chains with Markov regime ⋮ On matrix exponential distributions ⋮ Reductions of hidden information sources ⋮ Information symmetries in irreversible processes
This page was built for publication: Identifiability of hidden Markov information sources and their minimum degrees of freedom
