The realization problem for hidden Markov models

DOI10.1007/PL00009846zbMath0949.93015OpenAlexW2086073068MaRDI QIDQ1293698

Brian D. O. Anderson

Publication date: 11 December 2000

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/pl00009846

zbMATH Keywords

hidden Markov modelslinear system theorypositive realization problemdiscrete-time finite-state Markov process

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

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