Introduction to hidden semi-Markov models

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...

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Bibliographic Details
Main Authors: Van der Hoek, John, Elliott, Robert J. (Author)
Format: eBook
Language:English
Published: Cambridge Cambridge University Press 2018
Series:London Mathematical Society lecture note series
Subjects:
Online Access:
Collection: Cambridge Books Online - Collection details see MPG.ReNa
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520 |a 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 This book contains new results and previously unpublished material not available elsewhere.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