Recursive smoothers for hidden discrete-time Markov chains
نویسندگان
چکیده
منابع مشابه
Recursive Smoothers for Hidden Discrete-time Markov Chains
Hidden Markov chains have been the subject of extensive studies, see the books [1, 2] and the references therein. Of particular interest are the discret-time, finite-state hidden Markov models. In this paper, using the same techniques as in [3], we propose results that improve the finite-dimensional smoothers of functionals of a partially observed discrete-time Markov chain. The model itself ex...
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics and Stochastic Analysis
سال: 2005
ISSN: 1048-9533,1687-2177
DOI: 10.1155/jamsa.2005.345