Introduction to Hidden Semi-Markov Models - pr_32003

Introduction to Hidden Semi-Markov Models

By John van der Hoek, Robert Elliott

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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-Markov chains. This book contains new results and previously unpublished material not available elsewhere. The approach is rigorous and focused on applications.

Product code: 9781108441988

ISBN 9781108441988
Publisher Cambridge University Press
No. of pages 184
Dimensions H227xW151xS11
Series London Mathematical Society Lecture Note Series
Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject, developing the theory of Markov and semi-Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and graduates.