On the Viterbi process with continuous state space
نویسندگان
چکیده
منابع مشابه
On the Viterbi process with continuous state space
Consider a standard hidden Markov model (X,Y ), where X = (Xn)n∈Z+ and Y = (Yn)n∈Z+ are the hidden state and the observation processes respectively. The state process X is Markov with values in a subset S ⊆ R, transition probability Q and initial distribution M: P(X1 ∈ A) = M(A) P(Xn ∈ A|Xn−1) = Q(Xn−1, A), P − a.s. n > 1 for all measurable subsets A ⊆ S. We shall consider either countable S, i...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2011
ISSN: 1350-7265
DOI: 10.3150/10-bej294