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Introduction to Hidden Semi-Markov Models

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Introduction to Hidden Semi-Markov Models - van der Hoek, John, and Elliott, Robert J.
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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 ...

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Introduction to Hidden Semi-Markov Models 2018, Cambridge University Press, Cambridge

ISBN-13: 9781108441988

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