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Hidden Markov Model with Markovian emission.
- Source :
-
Monte Carlo Methods & Applications . Dec2020, Vol. 26 Issue 4, p303-313. 11p. - Publication Year :
- 2020
-
Abstract
- In our paper [A. Nasroallah and K. Elkimakh, HMM with emission process resulting from a special combination of independent Markovian emissions, Monte Carlo Methods Appl. 23 2017, 4, 287–306] we have studied, in a first scenario, the three fundamental hidden Markov problems assuming that, given the hidden process, the observed one selects emissions from a combination of independent Markov chains evolving at the same time. Here, we propose to conduct the same study with a second scenario assuming that given the hidden process, the emission process selects emissions from a combination of independent Markov chain evolving according to their own clock. Three basic numerical examples are studied to show the proper functioning of the iterative algorithm adapted to the proposed model. [ABSTRACT FROM AUTHOR]
- Subjects :
- *ALGORITHMS
Subjects
Details
- Language :
- English
- ISSN :
- 09299629
- Volume :
- 26
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- Monte Carlo Methods & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 147752655
- Full Text :
- https://doi.org/10.1515/mcma-2020-2072