Forwards and backwards models for finite-state Markov processes

DOI10.2307/1426771zbMath0402.60085OpenAlexW2333995180MaRDI QIDQ4187126

Brian D. O. Anderson, Thomas Kailath

Publication date: 1979

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

Full work available at URL: https://doi.org/10.2307/1426771

zbMATH Keywords

Markov ProcessPower SpectraFinite State ProcessFinite-State Markov ProcessesRational O Rational Power SpectraReversible and Dynamically Reversible ModelsReversible Process

Mathematics Subject Classification ID

Markov processes (60J99)

Related Items

Smoothing algorithms for nonlinear finite-dimensional systems