Introduction to Hidden Semi-Markov Models (English, John Van Der Hoek | Robert J. Elliott)
by John Van Der Hoek | Robert J. Elliott
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About the Book
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. Ge…
ISBN: 9781108441988
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