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Book Cover
E-book
Author Van der Hoek, John, author.

Title Introduction to hidden semi-Markov models / John van der Hoek, University of South Australia ; Robert J. Elliott, University of South Australia and University of Calgary
Published Cambridge, United Kingdom ; New York : Cambridge University Press, 2018
©2018

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Description 1 online resource (x, 174 pages)
Series London Mathematical Society lecture note series ; 445
London Mathematical Society lecture note series ; 445.
Contents Observed Markov chains -- Estimation of an observed Markov chain -- Hidden Markov models -- The viterbi algorithm -- The EM algorithm -- A new Markov chain model -- Semi-Markov models -- Hidden semi-Markov models -- Filters for hidden semi-Markov models
Summary Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and graduates. The authors then introduce semi-Markov chains and hidden semi-Markov chains, before developing related estimation and filtering results. Genomics applications are modelled by discrete observations of these hidden semi-Markov chains. This book contains new results and previously unpublished material not available elsewhere. The approach is rigorous and focused on applications
Bibliography Includes bibliographical references (pages 169-172) and index
Notes Print version record
Subject Hidden Markov models.
Stochastic processes.
Stochastic Processes
Procesos estocásticos
Markov, Procesos de
Hidden Markov models
Stochastic processes
Semi-Markov-Modell
Hidden-Markov-Modell
Form Electronic book
Author Elliott, Robert J. (Robert James), 1940- author.
ISBN 9781108377423
1108377424