This is a preview. Log in through your library . Abstract We consider a discrete time hidden Markov model where the signal is a stationary Markov chain. When conditioned on the observations, the ...
This is a preview. Log in through your library . Abstract This paper considers ergodic, continuous-time Markov chains {X (t)} tɛ(-∞, ∞) on Z + = {0, 1,…}. For an arbitrarily fixed N∊ Z+, we study the ...