Recursive and Viterbi estimation for semi-Markov chains

DOI10.31390/JOSA.2.4.03MaRDI QIDQ6922993zbMATH OpenFDO

Authors Robert J. Elliott, William P. Malcolm

Publication date 30 September 2025

Published in Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.31390/JOSA.2.4.03

zbMATH Keywords

change of probability measurediscrete-timefiltersmartingalessemi-Markov modelssmoothersViterbi algorithm

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Markov renewal processes, semi-Markov processes (60K15) Sequential estimation (62L12)

Cites work

• A Viterbi smoother for discrete state space model
• Filtering hidden semi-Markov chains
• Hidden Markov models for bioinformatics
• Hidden semi-Markov models
• scientific article; zbMATH DE number 722978 (Why is no real title available?)
• Introduction to hidden semi-Markov models
• New representations for a semi-Markov chain and related filters
• On hidden fractal model signal processing
• Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.

Cited in

(1)

• A martingale representation for a European-style option under a semi-Markov-switching diffusion model

This page was built for publication: Recursive and Viterbi estimation for semi-Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6922993)