Bibliograph

Introduction to hidden semi-Markov models, John van der Hoek, Robert J. Elliott

Type

Label

Introduction to hidden semi-Markov models, John van der Hoek, Robert J. Elliott

Language

eng

Bibliography note

Includes bibliographical references and index

Index

index present

Literary Form

non fiction

Main title

Introduction to hidden semi-Markov models

Nature of contents

bibliography

Oclc number

1019845153

Responsibility statement

John van der Hoek, Robert J. Elliott

Series statement

London Mathematical Society lecture note series, 445

Summary

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 This book contains new results and previously unpublished material not available elsewhere.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.--, Provided by Publisher

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