Hidden hybrid Markov/semi-Markov chains

DOI10.1016/j.csda.2004.05.033zbMath1429.62366OpenAlexW2108931718MaRDI QIDQ72012

Yann Guédon, Yann Guédon

Publication date: June 2005

Published in: Computational Statistics & Data Analysis, Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-00830074/file/CSDAguedon2005.pdf

zbMATH Keywords

hidden Markov chainViterbi algorithmsmoothing algorithmforward-backward algorithmhidden semi-Markov chainmacro-stateplant structure analysis

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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